How do you keep the edges of cross stitch from fraying?

If you mean the edge of the Aida cloth or linen upon which you are cross stitching, then you can just machine sew a zig zag stitch around the very edge of the cloth. I find this helps keep the Aida cloth threads from continually falling out along the edges. Note: the zigzag stitch doesn't need to be tiny, probably a medium size.