If you get a freekick litterally on the line of the opposition box, I usually just thump it as hard as possible straight at the keeper. I aim to the right or left a little to that it goes into the space between the keeper and the post.
The trick is to select your set-piece taker as one who has the highest shot power. This is influenced by their form - anyone with around 88 shot power but on form (red up arrow) will have a shot power of 99.
Hold your power button until the bar reachs the middle and hold triangle. The shot should be at least a corner or a goal.
For longer range free-kicks, always set the power bar to about half way and, if around 22-26 metres, hold X (PS2) to get a softer, dipping shot. Remember the directional arrow that is pressed can influence the freekick tremendously.
Good luck.