"The Complete Metalsmith" by Tim McCreight has instructions for
several chains, including an easy to follow set of instructions
for woven (knitted) chain. This includes how to get started, how
to splice wire, felxing the chain, and how to vary size and
shape. I have followed these instructionds using a knitting
needle as a mandrel to work around, making the chain easier to
handle and keep stiches in line.