To me, one of the best diagnostics available for determining what constraints need to be added to your sketch is just to simply click and drag on the various entities to see if any of them allow any movement. Don't be shy about clicking and dragging on the sketch entities--both the lines and the vertices. Once you've worked your way around all the entities in the sketch, it should become obvious what additional relationships are required. Sometimes, you may have a situation where all the lines are black but the sketch shows as underdefined--this can happen when there are vertices that are still underdefined. A very useful setting to help with this is under Tools, Options, System Options, Sketch. Make sure that you enable the "Display Entity Points in part/assembly sketches". This way, you'll see a dot at the end points of every entity. If you adopt the habit of dragging on your sketch entities, quickly, you'll get a more intuitive feel for what constraints need to be added in order to fully define the sketch.
Something to look forward to in SW2007 is the SketchXpert command, which provides some additional automation for fully defining a sketch.
If you're still having trouble with this particular sketch, I don't mind taking a look at it for you--feel free to email me the part file if you like.