I see this advice mentioned in quite a few places. However, the over/under distinction is often unclear. BOTH ways have the string going over the loop.
In the page above, the confusion is made far worse by the fact that the diagram fails to indicate which is the standing end and which is the working end — ie. which direction the string is being secured.
First, the stitch is properly called the "running lock-stitch", or sometimes "running stitch"; the term "lock stitch" by itself seems to be ambiguous? It doesn't seem to be the same as this lockstitch.
Second, it clarifies the over/under thing greatly:
Unfortunately, that diagram suffers from the same problem, it doesn't clearly indicate which end is which.