There are a couple of ways to do this. There may be more and I'm sure if there is someone else with another way will answer. Start sewing it on 1/2 to 1 inch before the center bottom of the cushion (depending on the thickness of the welting)Have the raw ends pointing toward the seam allowance. Set the welting end so the cord is across the seam line at a 45 degree angle and then continues straighti on the seam line. Stitch across the end of the welting cord and then continue diagonally until you are sewing straight on the seam line. On the other end go to the center and angle the welting cord down again. This will cross the ends but show as completely covering the cushion in welting. This is best for small welting cord.

Another way to do it is to start sewing it on on center bottom leaving an inch of the welting unsewn. Sew all the way around. When you get to within an inch of the cords joining, cut the welting leaving an extra 3/4 inch. Push back the casing and join the cord by hand stitching, cutting off the excess cord. Fold the excess casing to the inside, on the last side and slip the casing over the starting casing and the cord. then stitch the joined casing on to the pillow.

It is about half inch round, so too thick to run through the machine.
I guess I'm trying to use it incorrectly as I thought that since it had the lip (or whatever the flat part is called), I didn't need a casing.
Perhaps it will, in the long run, be easier if I do it that way, though, it won't be the look I was after.

Thanks Oilpainter.
Cathy

We're getting our wires crossed. The part around the cord that has what you call the lip is the casing that I'm talking about.

Sorry I was thinking of welting with a casing until I went back and looked at your picture again. Yours is cording with a part ( or lip as you say) to sew it on. You can use the first way I told you but try to weave the 2 ends together. Your welting is a bunch of individual wrapped cords and can be spread out to go through the machine Try weaving two ends together on a small piece, and you will see what I mean

Well, I didn't do it correctly, but thought you might like to see what I ended up with.

A couple of obvious mistakes, but it's for the cat and he hasn't complained yet! ;)

Thanks again for the help Oilpainter!
Cathy

Here is the right way to do this, but I have found it is not as easy as it looks:

http://www.minutesmatter.com/res_howto_trimattach.html