You will need to know how to do a box knot. Here are some great instructions - once you figure it out it is so easy you can do it in your sleep. http://www.instructables.com/id/Paracord-Box-Knot-Keychain/
I used 4 2ft lengths of paracord for the cross and another 2 ft to attach to the snap hook (optional).
Using 2 lengths of cord, complete a box knot. This will be the vertical piece. Set aside. Using the remaining 2 lengths of cord, start the box knot, doing just a little short of 1/2 the length of the first piece. Position this half horizontally on the vertical piece where you would like for your cross - some people make them half way up, I do mine a little higher than 1/2. Take the 4 cords and pull them through the vertical piece - use your judgement - but you will want to end up with the cords in a cross so you can continue your box knot.
Continue the box knot until it is the length you want. Finish both ends by trimming and then melting the ends and pressing them into the weave so they melt together. I like to use the bottom of my zippo lighter to do this.
Now if you want to attach a key ring, snap hook, s-biner etc. Simple pull the optional piece of cord through the top of the cross. Attach to your hardware in what ever fashion you want. I like to add a little cobra weave.
You are done.