Hi auntluc..I've done a tiny bit of experiementing with this and need to buy an extra bobbin case so I can play some more. You need to make sure that you either know how to set the tension on your regular bobbin case or that you have an "extra" one to play with. You will need to probably loosen the tension on the bobbin to run some of the larger threads through.
They look great though...I used some of the Gold Razzle Dazzle and just did some of the decorative stitches on my machine and it looks sooo neat! You must try it sometime..you can use just about anything you can wind on a bobbin.
Here is a pic of my playspace.
The gold is the Razzle Dazzle. I did 2 circles using the circle making tool.