Whether you are straining an infused oil or stock, there are two quick tricks to straining through cheesecloth.

1 - use a sieve, however large the job requires, and line the sieve with cheesecloth doubled over at least once (more if you want the liquid you are straining to be as clear as possible - but this will also take more time to filter through).  This is a great option for straining large amount of liquid like stock.

2 - this second option is to attach the cheesecloth to the bowl, or whatever receptacle you are using to collect the liquid - this is ideal for small jobs because a rubber band will keep cheesecloth in place over a small bowl