This is the best way to lace a corset. I've done each half of the lace a different shade to make it a little clearer in this picture, but it is just one piece of lace.  Start 'inside' the corset, threading the two ends through the bottom two eyelets to the 'outside.  Then, making sure that the lace always goes from the inside to the outside, work your way up the corset, tightening as you go.  The edges should be parallel by the time you finish.