A French Knot is a decorative stitch used to enhance Cross Stitch designs.  A French Knot is formed by wrapping the floss two or more times around the needle.  A French Knot is  used to dot the I, make  commas, periods or to enhance the design.

(Twisted Knot Stitch, Wound Stitch, French Dot, Knotted Stitch, Colonial Knot)
How to do a French Knot- To begin, insert needle where chart indicates. Hold thread taut. Starting at the base of the working thread, wrap the thread around the needle at least twice, spiraling away from the fabric. Turn the needle and reinsert it at the next fabric thread. Pull the needle on through while holding the wrapped threads flat against the fabric.

A Colonial Knot is smiliar. When stitching a Colonial Knot, more strands of floss are used. The floss is wrapped around the needle only once. The terms French Knot and Colonial Knot are often used interchangeably even though they are slightly different. Colonial Knots are used in Candlewicking, a traditional embroidery style that is popular with many Cross Stitch enthusiasts.