Brian, your gravel/sand base needs to be tamped and firm to resist settling. The ideal for this is to rent a power vibrating tamper; looks kinda like a small generator on a sled. Run this over your gravel bed, then again over your sand. Place your stones, and your "grouting" (if it's also to be a loose fill, not mortar), and tamp once more. As you go, you'll need to add more sand to your grouted joints, at the vibrating will make it settle in.
If you'll be grouting with mortar, after tamping the gravel and sand beds, place your stones and run the tamper once more, or you can "set" them by tapping a 2x4 block liad flat on the stones with a rubber mallet. Span the block between stones and tap to get edges to align.