To make this braid you'll need to know how to make an "under" (also known as a Dutch) braid. An under braid is created by crossing the stands of hair underneath each other. Here's a good tutorial that explains how to make a basic under braid. You might want to practice making an under braid a few times before attempting this.
|[Step 1: Section off a large section of hair and brush it across your forehead]|
|[Step 2: Take a thin section near the part and divide it into 3 equal sections]|
|[Step 3: Start the under braid. Take the right section and put it in the middle and then take the left section and do the same]|
|[Step 4: Continue braiding. Each time you have a new strand in your right hand incorporate a new section. As you are working guide the braid over your forehead. You want the braid to lie flat against your head and not to stick out]|
[Step 5: Finish the braid and secure with a clear elastic. I purposely kept this one loose so you could see how the individual stands intertwine]
|[I redid the braid, this time keeping it tight]|