Now you are going to zigzag over the perle cotton and the edge again, but before you do that, take a needle threaded with a heavy-weight thread. I use buttonhole thread. Just take one stitch through each corner of your piece and cut the thread off, leaving two long tails, about 3" long.
And there's my finished piece with a nice, narrow little zigzagged edge. Isn't that neat?
P.S. A couple of people have asked what size perle cotton I am using. Does it come in different sizes?! The label has a 5 on it—I guess that's the size. It is not nearly as fat as yarn. The finished edge is only about 1/16th of an inch wide. I'm sure you could make it wider if you wanted to use something fatter than the perle cotton.
P.P.S. I am not using a satin stitch on this. The length of the stitch is just the default stitch length. I think the tight satin stitch is often another thing that contributes to bad corners and hangups. The perle cotton fills in under the zigzag stitch so that it covers it pretty well and a satin stitch isn't really needed. I must admit, also, that I have been known to take a permanent pen and touch up spots where the light fabric shows through! If you want more coverage you can stitch around the edge one or two more times.