As far as a lanyard, I will look for a link on how to do so, but I'll try to explain a simple box stitch.
You being with two about equal length pieces of line (I'm a sailor, to me it's line not rope). Lay one down running perpindicular to you. Lay the second line on top of that one in a "Z" shape. Take the end of the first line near you, lay it over the bottom strand on the "Z" and then tuck it under the top corner on the "Z". Take the end of the first line that is on the other side of the "Z", lay it over the top strand on the "Z" and tuck it under the bottom corner of the "Z". Pull it all snug, then you make another knot passing each line over and under the strands running in the opposite direction. It's easier usually to make a loop with one strand, and then pull tight over that strand the strand that locks it down. Rotate again, do it with another strand, and then the fourth strand gets tucked into the first loop. After the first two knots, I even out the lengths of line. I use about 6 foot strands to make a lanyard. When down to about 4-6 inches each, I like to back splice the ends back into the lanyard. The backsplice looks neat, and if I ever need to unravel it all, it won't take too long.
If you look at this link and see the picture next to the phrase "Now comes the PULLING! Slowly begin to PULL the strands to create the first stitch!" The black strand would be what I called that "Z", and the yellow one would have been lying underneath it to begin. Link:
http://www.boondoggleman.com/prj_starting_square.htmI've seen some places recommend taking the core out, but I don't. THAT's the strength of the line. The cover protects the core.