Here is a wonderful 2-part video that explains this method of joining if you didn't understand my written instructions. The only difference is she makes her chain loops with 5 chains and I make mine with 4. She is calling this a flat braid continuous join.
Part 2 shows the adjacent square corner joining that I tried to explain. It's much clearer to just see her do it.
Thank you, Eileen, for finding the video link for me!
Click on the link below to go to the video tutorial:
Chain Link Joining (Or Flat Braid Joining)