amplified: hmmm... I see what you mean. Here are potential things that could be affecting your matching process:
1) If you lengthen or shorten the front, back, and sides, they must all be lengthened or shortened by the same amount (I shortened all of mine by 1");
2) Be sure you're trying to match up #1-Front with #2-Side Front, and not #4-Side Back. They are similarly-shaped, so I had to mark my #4 with a "B" for Back;
3) I would follow Direction 2 - stay stitch, because areas on bias often strecth with pressing, handling, etc.
I did not sew this yet, but I pinned part of it. When I pinned #1 to #2, I started with the curved part at the notches and put a pin at least every inch. Then, from there, I pinned up to the top of the pieces and down to the bottom. Mine did fit together fine. Also, they're not meant to lay together flat, so even if they do fit, the two pieces pinned together will look weird. Good luck, and tell us how you're doing!