I cut a square of cream white cotton material dimensions of 30"x 30". Thus far all I've been able to do was start hemming one of the rough edges. For the thread to sew the hems, I've simply been using thread pulled from the original material. I've noticed one problem with this method: the thread is thinner and more brittle when pulled from it's sisters, but it appears to work well if you're willing to put up with it breaking now and then. Regardless, I folded it over about 1/4" and used a running stitch to hold it down, now I'm currently folding that same rough-edged running-stitched side another 1/4" and using a rolled hem stitch to hold it down. Later I'll remove the original running stitch to keep it cleaner though from what I've read, it might not be absolutely necessary. I'm also trimming the excess material or strings on the backstitch set so that it will have less material under the rolled hem. My rolled hem isn't as narrow as it likely should be, but sewing and I are playing a careful game... It fights me and I fight back a little at a time. Eventually I'll overcome it and I'll be able to sew worth something. I hope at least.
According to <http://www.perestroika.ca/html2/vest/handstitching.php>: The rolled hem uses a slipstitch to secure a very narrow finished edge. Roll the fabric between your thumb and finger (or, if the fabric won't roll, fold it), then secure it with a tiny stitch that catches just a thread or two from the fabric and then a short stitch through the roll (or the edge of the fabric).
Note: Though I've seen instructions that say to use a single thread when doing a rolled hem, I've been using a doubled over piece of thread for this experiment. I *think* the only real difference will be the stitches visibility on the cloth, but for now a doubled over piece of thread is easier for me to work with right now.