Cashs Mom, I finally got two pieces of lace sewn together though I never did get it to work using slots 1 and 4. It was just too hard to keep the laces properly positioned. Those two slots give you a very narrow overlap. I used slots 1 and 5. Tension is very important as is a sharp thin needle.
OurWorkbench, thank you for the links, especially the Sewing Skills pdf. It does a great job of explaining the Edgestitch foot as well as the other attachments that I hope to conquer. And it illustrates so many amazing decorative effects.