I've put one of those borders on a few quilts and have always sewed them down. The reason I put them on this way is if you want the look of a thin border, this is easier than adding a 3/4" piece of fabric and then trying to get a crisp 1/4' finished border. I once decided to not sew it down and quilted the quilt on my frame. Exercise in frustration as it got "caught" under the FMQ foot 100 times..... well maybe 20 times.....
Carole