The chain stitch is sort of the equivalent of "casting on" in knitting. It's basically what you need to do to get started -- to create that first row from which you then crochet your project. I like this video better than the previous video I posted. It only covers this one part, though. Before you can even get to this point, you need to know how to make a slip knot. Click here for a video that shows you how.
These, and the rest of the instructional crochet videos I'll be posting, were found via the Knit Witch website.