WOW!
Thank you everyone for your wonderful advice. I will be using my Steam a Seam2 to do the applique.
I had a 60% off coupon at JoAnn's so I ran down there yesterday to buy the applique pressing sheet (since I had the coupon); however, JoAnn's does not carry it in-store.
So that solved my problem!
I went to the local grocery store and bought some parchment paper.
Wish me luck!