Mary, I agree with Joanne about the tension as you're winding. One thing I suggest when you want an even tension is to run the yarn through a tube and then hold the tube in your hand rather than the yarn itself. I find that tends to make the tensioning more even as your fingers can add more or less tension depending on your mood, skin humidity, and how long you've been warping. When you want to wind horizontally off a cone there is a device called a Yarn Bobbin & Cone Holder that will hold either tubes or with an insert it will hold cones as well to keep them from flopping.