that's one way to do it. there are so many methods for quilting as you go i've lost count. and new ones are being discovered as we speak. here's a link to instructions for a few of those methods. if you search this board on "quilting in sections" and "quilt as you go" you'll find comments and links to other methods and book recommendations.
http://www.hgtv.com/hgtv/cr_quilting/article/0,1789,HGTV_3298_1507325,00.html