Look at Ricky's quilt "Dad's Lone Star". The applique pieces just outside the lone star are "set in". The lone star part is done first and the appliqued pieces are added. Ricky has a terrific technique for this that he demonstrates at the "Seminar".
What are set in corners? I had someone ask me if I used them in a quilt and I'm not sure what they are.
If you ask a norwegian gal what "set in corners" are, I would tell you its a square same width as the border (ex: border is 5 " and corner is 5"sq.) but a different fabric. You can use the technique as I mention, in the border (s) but also to frame blocks.
But then again, just a norwegian gal talking