I should clarify how you add a square when hand-piecing. Starting with the 4th square, you begin at the corner where all the squares join and sew to the corner of an edge. Secure your thread with a backstitch at both the beginning and the end -- at the corner, not all the way out to the edge. For the 4th square, you then come back and sew the other side from the existing corner out to an edge.
Clear or not? Basically you are always starting at a completed corner and sewing out to an edge. At the corner I start with a backstitch but then usually catch all nearby corners in a little stitch. This is so I don't end up with a little hole at every corner!