Here's my attempt to describe how to do a French braid:
Normal braids are made by taking a number of small "ponytails*" that parallel each other for their entire length, and weaving them together. With a French braid, you start with a couple "ponytails", and you also add in new ones as the original ones run out. In other words, a French braid is a braid in which new "ponytails" are introduced as you go along.
For this to work, you need to have the first "ponytails" originate above the later "ponytails" -- in other words, start at the front/top of the scalp and work your way back/down. Try to use all the hair along the way -- loose bits sticking out probably won't look very nice.
Because of the way that they are done, French braids tend to start at the front of the head and move back, clinging closely to the scalp. If you haven't seen one this might sound weird, but trust me, they look good.
*If anyone has a better word than 'ponytail' to describe the bunches of hairs, let me know. Calling them braids seems to be more confusing then helpful.