I secure my thread in the needle using a technique I found in an embroidery book. After threading the needle, you stick the needle through the short thread end, attempting to divide the thread evenly (you have to pull the thread tightly around your thumb to accomplish this), then pull it tight. This works well for applique, but when stitching down binding, I usually have to re-do each thread length a couple of times because the harder pulling I do when stitching binding causes it to come undone. ckcowl, I'll have to give your method a try.