I always do long sides first then top and bottom. It was the way I was taught. I don't even try to argue about it with my grandmother because she will tell me I'm wrong. So I always did as I was told. She says that if they are put on wrong then she loads it wrong in to the quilting frame. I was told that if you do sides then top and bottom it makes an "I" when looking at it from the bottom or top. Thus you load it correctly.