Originally Posted by
PaperPrincess
Normally, you sew with a 'baggy bottom'
HEY! How did you know? And besides, if I want to sew in my PJ's, that's MY business!!

(Sorry, I just couldn't resist!)
PaperPrincess has a great technique - that's pretty much how I do it, except I use many many dots of Elmer's glue instead of pins.

And the 'baggy bottom' part only works if you're not using a walking foot or some sort of dual-feed. (Seems obvious but I've tricked myself...)