Yikes, I've never seen that unless I've dropped a bunch of cast on stitches. Try the thumb/alternative version of the LT CO, you 'knit' the working yarn on with your R hand, the L thumb works the same. Maybe that'll help.
Sometimes you need more help when learning than just one set of instructions. Here's another video that's really good. She calls it a double cast on, but it's the same long tail cast on. http://www.youtube.com/watch?v=1LgOs91W9n4
If you're sure you're doing it correctly check your knitting itself and see if that is maybe it.
When asking questions ALWAYS post the name and a link for the pattern if you have it.
Well, I'm not sure what I was doing, but I just kept going. The second row went normally, so I think I'm good now. I just have a big loop hanging from one of the corners, in addition to the tail on the other corner from where I cast on. Will just have to weave it in!