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Originally Posted by Van

The real trick to working with scrim, or velvet, or any thicker fabrics is to use a Walking foot machine. Either get a walking foot attachment, or find a walking foot machine. The "Walking Foot" refers to the fact that not only do the "dog teeth" on the bottom pull the fabric through, but the foot also moves up and down, back and forth, this helps pull all the fabric through at the same time. If you don't have access to a walking foot machine, then take it slow and steady, make sure you have plenty of pins in place < at least every 6"> and use two hands. feed the fabric into the machine with your right, while using your left to gently pull the fabric through from behind. Set the stitch length to a medium setting, trying to get through the job real fast using a long stitch length will only cause the fabric to bind up and off-set faster. Lastly keep an eye on you presser foot pressure. Too much pressure and your fabric will bind up in front of the foot, too little and the fabric wont feed.
Hope that helps.

Listen to Van, he has it right. The only other way besides pinning would be a basting stitch to hold it in place while you sew..