Rope stitch is probably the most rich looking embroidery stitch of this family. It follows a series of closed up twisted chain stitches to form an embossed rope look.
You need to know the twisted chain stitch to be able to do the rope stitch.  I will demonstrate this on a curved stitch line.
rope_stitch_1   rope_stitch_2
Fig 1: Make a twisted chain stitch loop with the first point A on the stitch line.
Now, put the needle in through D and bring it slightly out through E, which lies ON the stitch line. This is a similar pattern we follow for twisted chain stitch. The only difference here is that D falls just above B instead of near C. This helps to close up the spaces between each stitch to give that embossed rich look.
  Fig 2: Loop the thread around as we would usually for a twisted chain stitch.
Pull the needle out. Continue this procedure.
rope_stitch_3       rope_stitch_4
Fig 3: Note that when you do the curves, the stitches will get longer. This is to compensate for the curves.   Fig 4: As you end the curve, the stitches will fall back to its normal or shorter stitches.
Fig 5: A finshed curve of a rope stitch would look like this.