Line up the rope to the last link of the chain so that the II strand is in the middle and the I and III are on either end. Take the II strand and pass it through one side of the chain link. Strands I and III are to pass through the chain link from the opposite side, staying on the outside strand.
Perform 2 tucks with all three strands, after the 2nd tuck, thin the three strands by 1/3 the number of yarns. Trim excess yarns off strands, using a hot knife, and leave a tail. Tuck all the strands 2 more times and think by 1/3 again, using same procedure as before. Perform 2 final tucks with all three strands, then trim excess off strands.
Note: This method of joining is designed to minimize chafe between rope and chain, but as a matter of prudent seamanship, it should be checked regularly and remade if there is any evidence of wear.