You need to fasten off that last stitch so that the bind off can't pull out. When you get to the last stitch, cut the yarn leaving about a 6 inch tail and pull the yarn through the last stitch.
http://www.youtube.com/watch?v=QV1opw8RBxc
This will keep the knitting from unraveling. Even if you have a rather short tail at this point you can do this, then weave the tail in and use a few sewing stitches if necessary, to tack it down so it won't pull out.