Step 1 of European 4-in-1
Open one jump ring, shown in silver, and thread it through two others, shown in green. Then close the silver jump ring.

Step 2 of European 4-in-1
Spread open the two rings, shown in green. They should look like mouse ears behind the silver ring. Make sure that the rings do not lay across the top of the silver ring but rather lie behind it. This is a basic unit of European 4-in-1.

From the side, each unit will have the silver rings angled down and the green rings angled up.

Step 3 of European 4-in-1
Create a second unit of European 4-in-1.

Step 4 of European 4-in-1
Attach the second unit to the first. As you can see, the second silver ring now goes through four of the green rings, which is where the "4-in-1" part of the weave's name comes from. When you attach the second unit to the first, make sure that the second silver ring has the same angle as the first. If it doesn't, then your chain won't lie flat.
From the side, notice that each of the silver rings is angled downward while the green rings are angled upward.

Step 5 of European 4-in-1
You can add as many units as you wish to get the chain to the proper length. In the images below we added two more units. Notice that the silver ring in each new unit maintains the same angle as the previous silver rings.
Step 6 of European 4-in-1
When the chain is the desired length, take a final jump ring and attach it to the free end of the chain, just as you would if you were adding another complete unit. You can now attach a clasp to the silver rings at either end of the chain.
The finished weave from the side:

