I need help repairing/completing the finish on my DIY speaker cabinets (pics)

I'm currently building a pair of bookshelf speaker cabinets and I'm having a bit of trouble with the finish. While I do have several years experience using some tools, this is pretty much my first wood working project - of this difficulty level anyway.
These are regular rectangular speakers made of MDF with red oak veneer glued on the outside. I stained them with Minwax Red Mahogany 225 and have put one coat of Minwax clear satin polyurethane over the stain.
First, some history. It seems I didn't sand the MDF totally flat along the joins before attaching the veneer - so that left some small bumps in the veneer where the MDF was joined below. These bumps were barely noticeable so I thought it would probably be ok. I attached the veneer using the wood glue and iron method that many others have had success with (cover both surfaces with regular yellow wood glue, let it dry, then iron the veneer on). This seemed to work ok, but I'm still finding a few places that have come unstuck. These unstuck places are always next to the bumps where the MDF wasn't sanded completely flat - most of the surface and all the edges are completely stuck down so I think it will be ok. I lightly sanded them with 220 grit sandpaper and brushed on a coat of stain which I had tested on some scrap a few weeks before. I wiped the stain off with a piece of paper towel, which was slightly damp with stain, once I had finished staining one of the cabinets which was about 20 minutes later. I didn't use a clean, dry piece of paper towel because on the test piece the paper towel just absorbed most of the stain leaving it very light in some areas and uneven. The instructions for the stain said to wait at least 8 hours before applying a finish. I left them to dry overnight. The next day they still felt a bit oily, but I thought that since I had left them for 24 hours to dry and my test pieces that I had done several weeks ago also had a slight oily feel, this was as dry as they were going to get. So, I started to apply a coat of polyurethane. As I brushed it seemed some of the stain was coming off. The color of the stained veneer wasn't changing so I thought this might just be some excess stain. I continued with the polyurethane and left them over night to dry. The next day they were still tacky . . . and the next day. I put a fan blowing on them and a dehumidifier in the room and closed the door. A week later they are finally dry - some of the corners and edges are still very slightly tacky. I felt that they were dry enough to rub down, so I put a piece of the recommended 220 grit sandpaper on a sanding block and very lightly rubbed down the bottom of one of the cabinets with just a few strokes. This is where all my previous mistakes came up and bit me. The bumps in the veneer sanded more quickly than elsewhere and before I knew it I had two lighter lines across the bottom - I had also sanded through the stain on some of the edges. So, I switched to 400 grit and did the bottom of the other cabinet much more carefully. The two bumps still ended up lighter, but it wasn't nearly as bad. I continued to carefully rub down the rest of the cabinets using only two strokes per area - sometimes a few more strokes for areas that still felt very rough. All the bumps still ended up lighter as did some of the rounded corners. One explanation I have for the stain sanding through so easily is that it mixed with the polyurethane because it was not properly dry, so it still looked the same, but as I remove some polyurethane by sanding I'm also removing some of the mixed in stain which makes it look lighter - or the stain is just on the surface of the veneer and gets sanded through very easily.
So, before I cause any more damage I need some help. What do you guys suggest I do? I don't mind if they are not perfect - that is what makes them unique, but I would like to make the lighter areas less obvious if possible.
I have put up some pictures so that you can see what I'm talking about: http://vynce.home.mchsi.com/speakers /
Ok, well after taking the pictures it doesn't seem as bad as it did last night :), but I'm still interested in any advice.

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