Making the sign of the cross is often erroneously referred to as genuflecting, which means kneeling down, and should not be confused with flagellating which is another Catholic tradition altogether.
If you are a Catholic the proper sequence of events is to cross in an up, down, left, right fashion.
whereas Orthodoxy requires; up, down, right, left.
I also have it on good authority that where your fingers are during this process is quite important, at least for the Orthodox, the scheme is like so; index and middle finger sticking out, ring and little finger lightly folded over the palm, and finally thumb holding the little blighters down.