I have some little cylindar about 3" long plastic, with a slit in the side, sheet holders... You just stretch you sheet tight and slide these over the sheet and the binding on the mattress. They work great and hold them nice and tight. I got them at a mattress store, wish I knew where to tell you to get some. I have 4, I use two on each side of the bed, if you got 4 you could use 2 on all four sides.

Here are the sheet holders.. not a bad price either. You might be able to find them locally if you have a Bed Bath and Beyond or Linens N Things...

Here is a link that might be useful: Sheet Holders

Thanks, dbfirewife! I'll check them out. :)

Don't try to find a Linen 'N Things retail store; they were all closed several years ago. They still do business as an on-line retailer, however, at LNT.com.