Okay... let's see if this helps.
Here are the two loops that starberrii was talking about.
See how there's a sort of "V" in the stitches made by the two loops?
Those are the two loops you should be crocheting through. Both should go on your hook and that will make the chain tighter.
As well, here is what I was mentioning for more of a finished look.
If you go through that single loop on the back, it will give you the finished look.
The only problem with that, is its tough to get a tighter chain.
When you do make your chain, make sure you just squeeze your hook through the loop. With the pointier part of the hook in the bottom of the stitch [the part that kinda looks like a "V"]. That will make your chain tighter and will definitely help when you go down a hook size.
Does that help?