How to draw King Solomon's Knot

 
Start with a 5x5 grid (right). In this grid, the points done with Xs instead of dots are points through which lines will be drawn.  Make sure you do this grid in pencil, as it will be erased at the end.  (Don't imitate the hugeness of these dots; that's an artifact of the drawing program I used.) Blank grid
 

Now, draw one segment of the knot (below).  Your lines should pass halfway between neighboring dots (horizontal lines pass halfway between the dots above and below; vertical lines pass halfway between the dots left and right; diagonal lines pass halfway between the dots diagonal to them).  It may actually be useful, until you're sure of yourself, to draw extra dots at the center of each square of dots, and connect those.

Also, the two ends of each segment should stop short of the Xs that they're pointing at, in order to leave space for when we add width to the knot (below).  This can be kind of tricky; it took me a while to get the hang of it.  (In this example, of course, I do it perfectly, because I'm cheating--I used a drawing program and used the snap-to-grid feature.  :-)
 
Step 1 Step 2 Step 3 Step 4
 Now, repeat the process three more times in the other corners:
 
Step 5 Step 6 Step 7
OK, that's the basic shape of the knot.  Now you need to give it some width, by repeating the basic shape inside and outside the centerline you just drew, one corner at a time:
 
Step 8: draw the first outer line Step 9: draw the first inner line Step 10: an inner line Step 11: an inner line
Step 12: an inner line Step 13: an outer line Step 14: an outer line Step 15: an outer line
OK, that's it! Now erase your grid:

Step 16: erase the grid

If you're doing this on a scroll border, you may want to give the border a background color by filling in the gaps in the knot, like so:

Step 17: fill in background color
You may also want to paint the knot itself.  Usually, I like to paint each strand of the knot a separate color.  You can leave the black centerline as it is, or paint over it in white.