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When you have finished all but the finish row you should have something that looks like this.  Just a mess of free loops on the right side of your piece.
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Now you begin the process of inserting the loops one into the other.
You begin at the bottom of your piece and work up. The second loop is inserted into the first loop.  The first loop lays flat.  The the third loop is then inserted into the second and so on until all the loops in that row have been inserted and now lay flat.  You do the same for the other rows of loops.