Sheila, there are a couple of ways to apply I-Cord as you knit. This is the one I've used (scroll down the page):

Here is a link that might be useful: Applied I-Cord

Thanks, Donna. I could not figure it out. I have printed out the instructions for later use. I think I will try knitting Elizabeth Zimmerman's Baby Surprise Jacket for my DD's SILs expected baby. Time to try it, and I do like the looks of the applied I Cord edge for it too. I am going to try knitting it in lots of bright stripes of solid, bright acrylic yarns as this is an allergic family and our babies don't get wool clothing.

Well, look what I found, Sheila. A video. The technique is a little different, but it works. Of course, I'd add at least one more stitch.

Here is a link that might be useful: attached I-cord

Well, I tried the gauge for the BSJ in Caron's Simply Soft. I need to use a sport yarn instead. Wish I could find some nice colors in sport yarn at Michael's, but it is all baby pastels, and the mom wants bright colors. Still experimenting.

Well, you might check out smileysyarns.com. They have some great prices on sport yarn. They have a nice royal blue and I don't remember the other colors. Of course, you have to place a $40 minimum order. Somebody's got to do it, right?

I have discovered one warning about attached I cord. If you are doing a neckline, you will definitely want to consider using larger needles than what you used to knit the sweater.

Boy, I hadn't read this thread before, and I'm sure glad I finally did....it looks like a wonderful technique and I've copied and pasted the info from the site, in case it disappears before I have a chance to use it. Thanks for sharing! I'm putting another edge on what I'm working on now, and sure wish I'd read this before I got started.....
(Sandra, who is not ripping everything out to start
over)

You can attach as you knit it, a la Elizabeth Zimmerman's instructions (which I did not do), or you can attach the I cord edge once the item is made, which is what I did. Looks nice on the sweater neckline which looked a little raw or incomplete before I did the I cord.