I quilt in my lap. I find that's easier for me and I just make sure I pin, pin, pin when I sandwich the quilt. As long as the top, batting and backing are smooth and tight, it works really well. I also couldn't get the rocking motion and a thimble just gets in my way. Try the lap method. I have a frame and I just use it to keep the quilt off the floor. Just attach the quilt on 3 sides and have the 4th side in your lap. It works!!!