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I am currently making my second afgan. I was wondering if anyone has any tips on holding the project and working with it as it becomes long and heavy?

If you use a circular needle the heavy part sits on the cable in your lap so it's much less difficult to hold.

stack up pillows in your lap and around you so that it doesn't put as much strain on your arms and hands...

When working on heavy projects, I will use circ's and like the previous post, put pillows behind my back. The other thing that I will do is use a stool - nursing stools, typist stools, or any small foot stool will do. I tilt mine towards me on two legs. It raises your legs a bit and then the work, when it gets long enough, can rest on your legs. By having your legs raised a bit, your work is closer to you and it helps with arm strain. I also find that I will work on heavy projects in short bursts... set a goal of a few rows a day. A few rows a day adds up over time and my arms thank me for it.