Shorts for under dresses?

[diosabellissima]

Does anybody have any good leads on solid shorts for under dresses? Here's what I'm looking for:

• Higher rise on the waist so they don't roll down
• Mild compression. Not, like, Spanx or anything, but something that'll hold the jiggle in place. Even a decent weight short will do on its own
• Mid thigh--- I like to wear shortish dresses and don't need something that goes down to my knees a la old timey bloomers
• Cottony--- I can't handle that fakey fabric that doesn't breath
• Cheaper is better

Anything? Anybody?

I have a set I bought at Walmart, but the thigh rolls up, the waist rolls down. . . blech.