View full tutorial with pictures and pattern here:
You don't have to cut and tie your thread after each line. Instead, try sewing a line, dropping the needle, lifting the foot, and rotating your fabric. Then drop the foot and sew a few stitches (the short end of the parallelogram) until you reach the point where the next line should be, drop the needle again, lift the foot, rotate your fabric, drop the foot, and sew the next line. I know it all sounds confusing, so I made this video (with my cell phone; unfortunately, it's all I have right now).