Step One
Open a new document that is 3 pixel width by 3 pixel height and transparent.
Step Two
Zoom this tiny document to as much as you can. In this example, I zoomed it to 1200%.
Step Three
Now choose a foreground color for the scan lines. In this point, I chose black.
Step Four
Take the Pencil tool and fill the image like I did in the below picture with the foreground color.

Step Five
Now, go to Edit>Define Pattern and in the dialog box type Grid. You've done it!

Step Six
Open an image that you want to apply scan lines and create a new layer.
Step Seven
Go to Edit>Fill and in the fill dialog box, choose the pattern Grid which you just made.
Step Eight
In the Layer palette, lower the opacity to adjust the effect and change the layer blend's mode to Overlay from Normal, to complete the effect. And this is what I came up with after a few touch up,

Open a new document that is 3 pixel width by 3 pixel height and transparent.
Step Two
Zoom this tiny document to as much as you can. In this example, I zoomed it to 1200%.
Step Three
Now choose a foreground color for the scan lines. In this point, I chose black.
Step Four
Take the Pencil tool and fill the image like I did in the below picture with the foreground color.

Step Five
Now, go to Edit>Define Pattern and in the dialog box type Grid. You've done it!

Step Six
Open an image that you want to apply scan lines and create a new layer.
Step Seven
Go to Edit>Fill and in the fill dialog box, choose the pattern Grid which you just made.
Step Eight
In the Layer palette, lower the opacity to adjust the effect and change the layer blend's mode to Overlay from Normal, to complete the effect. And this is what I came up with after a few touch up,