Hi Becky,
I use small, appliqué pins - they seem to help keep the thread from wrapping about them. You can also pin from the back, or baste the pieces down. And basting can be either with thread or with glue - just a few drops of Roxanne's or a glue stick will hold things in place.
I hope this helps you enjoy hand sewing - it's a lot more relaxing when you don't have problems.
Janet