It's called a 'lifeline' and Amy has a video on it
here... just scroll down to 'fixing mistakes', or you could google 'adding a lifeline' and you'll get heaps of results. Your basically threading a piece of thin yarn through your stitches at a particular point, some do it every 10 stitches, every pattern repeat, etc, so they don't have to rip all the way back. It has saved my life many times!