I used fleece on mine. The first time I pulled it so tightly that my foam board bowed a little. The next time (when I moved) I wrapped it looser. It now sags. So, there is a happy medium, and needs to be paid attention to. Also, like Bridget, I put in lots of pins. But then, I wanted my pins back, so I just duct taped it. My duct tape worked just fine. Stuck like a charm!
In beautiful (and freezing!) Northwest Montana