Well I know when I was sent to secondary, I picked up my bags first, had them searched, waited to be called in, and then went into secondary. I am assuming it would be the same principal for most airports.
On a side note, I hope you have a safe trip JessicaLynn and I am sure everything will work out just fine. Crossing the border will never not be something that can make you nervous but if you think on it, it isn't that bad as long as you're honest with your intentions then you shouldn't have a problem.