When you thread the ribbon through the eye of the needle pull it a little longer than you normally would. Don't let go of that longer piece...pierce the needle through it about an inch or so from the end and then slowly pull the needle through that tail.
You will have to cut the ribbon off of the needle when you're finished with that length, but believe me when I tell you that locking it on there in the first place is totally worth it!
This is a totally craptastic photo, but hopefully it will give you the idea:
Now I know that all of you veterans out there are shaking your heads at me and my feeble attempt to depart something "new" that you've known forever, but...I can't help it. I get so excited every time I learn something new that I get ants in my pants.
Isn't that why we love this thing of ours anyway? Always something new to do, more to learn, and such excellent fun to be had!