Sometimes starching your fabric can keep it from adhering to the glue.
I usually do what the directions say, and then before taking it off, I pick up an edge to make sure it has adhered, if it hasn't, I have resorted to using some steam.
Some iron on adhesives are stickier than others, and leave a residue on your hand or sewing machine needles..some brands are better at NOT leaving the residue.
If you need to stick down some parts of your applique, use a tiny bit of elmer's glue a ways back from the edge and heat it for about 2 seconds with a dry iron...it is easily sewn through and will not leave more residue on your needle.