The finished edges of the project (usually the first thing done) can be important in framing.
I've tried putting masking tape around the edges so they won't fray. Seemed like a good idea at the time but when you come to attach the cross stitch the needle needs to go through the masking tape and ends up sticky.
The next thing I tried was stitching around the border. This is time consuming but gives and adequate result.
I've heard there is some sort of edging "glue", but I've decided to stick with the stitched boarder. I'm sure you can overlock the edges on linen but I've not tried this yet. I'll let you know how it goes.