are you cutting your border strips across the width of the fabric? that's the "stretchy" direction. it uses less fabric, but takes a more careful approach if you don't want the quilt to wave at you.
first (and others may disagree) i highly recommend you starch the bejeezers out of your border fabric before you cut. the stiffer the better.
second, get out those straight pins. pin at least every inch. i'm a great believer in overkill, so i pin every half inch.
third, if you have one, use a walking foot to stich the border down. it all but eliminates the "creep" of the underside while you're sewing.
i have better results when i stitch mine with the border underneath. others report that things go better for them if they do it the other way 'round. try it both ways so you can decide which works best for you.