I have an elaborate multi-step method for propagating this plant that gives near perfect results. Here is a brief synopsis:

1. Cut stem.
2. Remove bottom leaves.
3. Stick stem in dirt.

Occasionally (not most of the time), I'll do step 1 & 2 one day and step 3 the next day to allow the stem to seal off before planting.

My method which has had 100% success in the 1/2 dozen times tried is to take a shovel and split the sedum in two with a quick step on the shovel taking out one half and planting it then filling the 1/2 hole with soil, tamp down slightly and water.

To add to what Brandon said:
You can stick your cuttings outside when it's warm. Just find a shady spot with good soil and keep the soil moist, not wet. You should have nearly 100% take. If they rot, it's too wet.

jonnyb023, That's how I did it with similar results.

That's how my wife and I have done it for years we usually start a few every year to give customers as a gift when they buy our daylilies. It is that simple:) Kent

I pinch mine back every year in mid-May and one year I tossed the tops into the middle of a cinder block half filled with gravel. By the end of summer it was filled with sedums in full bloom. you can try to fail and still succeed.