|Usually when you use Fray Check, the fabric and thread become kind of "hard," to prevent fraying. It's sort of the equivalent of using clear nail polish on the edges of your fabric or thread. While in some cases this doesn't really matter (if it's inside a tube or isn't something that will be worn or touched by skin), I found the two bottles of Fray Check that I purchased in 2008 to be useless until I discovered this trick this year!
First, dab a bit of fray check onto the affected area. Then, before it totally dries, iron over it. Preferably, iron over it using some steam. That's all!
For some reason, the hot iron and the steam makes the fray check softer to the touch, without changing its ability to inhibit fraying!
You can also use a pressing cloth or a bit of muslin over the fray check to protect your iron if you're concerned about damaging the sole plate.