Ian's Shoelace Site ("Bringing you the fun, fashion & science of shoelaces") has a clear step-by-step tutorial for tying a Surgeon's Shoelace Knot.
Also known as the "Tibetan Trekking Knot" or "Sherpa Knot", this is the most common secure shoelace knot: Make a Standard Shoelace Knot, but before pulling tight, run the loop around and through the middle for a second time.