I finally learned how to do the knot when you start hand quilting, i.e. quilters knot.
With needle threaded, and holding toward the eye. Bring the end of the thread across needle and hold. Then wrap the thread around the needle 3-4 times holding the end. Then pull the needle through the wraps with all the thread while holding the wraps. The knot should be at the end.
There are several videos on youtube.
http://www.youtube.com/watch?v=ZVzDkAbziLw