When you see the footage of the flag being planted it moves around, and sticks out, indicating wind. The moon has no atmosphere so this shouldn't happen.
This question is twofold, and I shall answer the simple bit first. The reason the flag sticks out is because it is on a metal extending pole. When it was placed it was supposed to extend fully but it got stuck, leaving the flag not totally flat. This coupled with the fact that the cloth had energy transfered into it when the pole was placed into the ground allows it to wave a bit (longer than normal due to the lack of atmosphere on the moon to create air friction) before stopping, which then gives it its final shape. If you look at the flag across several different shots where it is not being touched at the time you will see it's always in the same position.
(See these two pictures, both from oposit angles, where the creases are in the same position. Note especially the long crease furtherst away from the stars on the flag (I'm predicting a question about absense of stars elsewhere by the way!)- http://mchughhomepage.com/Teacher/Flag_on_Moon.jpg and http://terpsichore.stsci.edu/~summer...11_600x500.jpg .
Incidentally another thing some people point out are the crosses on photos. These are part of the camera.



