I love this technique, it's so easy and fun and makes fabric that's very easy to cross stitch on. Also called Tunisian Stitch, Scottish Knitting, railway stitch, and Idiot Stitch. Contrary to it's "Afghan" name, it's not exclusively used to make afghans.
http://www.anniesattic.com/crochet/content...l?content_id=72
Oh and you need to use one of those hooks that look like a cross between a knitting needle and crochet hook. It has a hook on one end, and has a knob on the other end. Usually they are about 10 or 14" long.