by that do you mean a concrete base, then place and add more concrete,
or
just mortar them on top of concrete?

Dig a channel for the edging stones, but a little deeper to accomodate the
concrete mix. (You can buy bags of dry ready-mixed concrete from any DIY
store). Pour it (dry) along the bottom of the channel, then place your
edgings into it, tapping each one down with a heavy implement of some
sort.
Firm the concrete mix around the stones with your foot or whatever, then
cover the concrete with your gravel on one side, and soil on the other.
Moisture in the ground will set the concrete, or you can speed it along by
watering it yourself.

thanks - I knew someone would come up with a nice easy method :-)

Dave.