When I was sewing fringe on a bra & belt, getting the thread caught in the fringe nearly drove me crazy. Then I came up with this solution. I took some Glad Press'n Seal Sealable Plastic Wrap. It's a plastic food wrap but it's tacky (sticky). I cut the wrap a little longer than the piece of fringe I was working with and a little wider than DOUBLE the length of the fringe itself. I enclosed the fringe in the wrap, just lay the fringe on the wrap and fold the wrap over on itself to make a little bag. Then press gently on the wrap to stick the fringe to the wrap. Now you have your beautiful fringe in a nice plastic bag to protect it and it doesn't get caught in the thread. You could probably use regular plastic wrap, but the sticky stuff is awesome. Oh, and it doesn't leave a sticky residue on the fringe either.