The four sided stitch is embroidered from bottom to top and from left to right, working over the same number of threads in all directions.

Embroider the first stitch upwards and take the needle out diagonally down. Make a stitch from left to right ending at the start of the first stitch. Take the needle diagonally upwards and make a stitch identical to the previous one on  top of the square. Place again the needle diagonally down to complete your square. This is also the beginning of your next four sided stitch.

This stitch shows a square pattern on the right side of the fabric when properly executed and a cross pattern on the backside of the fabric.