It is about playing the thread in two or three lines of running stitch. The run stitches need to be of same length and the run stitches should have same distance between them. It helps to create several embroidery patterns by just moving the threads through the running stitches. Unlike Parallel Running Stitch, in Stepped Running Stitch every stitch of each row will fall in between the stitches of other rows. This can be called brick formation.
1. Draw the lines.
2. Do the running stitches.
3. Insert the other threaded needle from one end of the lines.
4. Weave the thread through the running stitches as you prefer your pattern to be.
The Picture guide: