Tie a single overhand knot in the string.
 
 

Insert the string anchor through the knot, with the string end and anchor oriented in the same direction.  Pull the knot tight.

Now, make a second overhand loop around the string anchor and string end and pull it tight to create a double knot.  You may wish to duplicate this step in the top octave (1st octave F and up). 

In the 4th and 5th octaves, you will not need an anchor as these strings are thick enough to hold the knot.  Using the end of the string, you will make two individual loops.

The loop at the running end of the string should be fed through the second loop and knotted.