It's important to make sure you use self-fastening velcro when sewing, as velcro with adhesive can get into your needle and mess up the sewing process.
Use bonding web, or iron-on fabric glue, to hold the patch in place. However, since that isn't a permanent solution, you still need to stitch the patch down.
You should apply heat and/or a styling product before using Velcro rollers and leave them in for a minimum of 15 minutes. If you can, leave them for an hour...