These videos by Leah Day were helpful for me:
http://www.youtube.com/watch?v=wprg5vzkuGw
http://www.youtube.com/watch?v=7MRfA...feature=relmfu
I found that I really like a serpentine stitch for the binding rather than the invisible stitch she demonstrates, so I use a serpentine for the last step.
I also found that glue before that last step can help, especially with the mitered corners.