In Gulfport MS, there's Coastal Sew and Vac that's a little over 2 miles north of I-10 on Highway 49. Hobby Lobby is also along that route. As far as I know that's the only real quilt shop in the area down there. They're open Tuesday through Friday from 9am to 5pm and close at 2pm on Saturday.
There's a couple of good shops here in Hattiesburg, but it's about an hour north out of your way.