The Pfaff Grand Quilter and the Viking Mega Quilter are the same machine. Both are made by Janome. Some very basic and simple questions:
1. Are you threading the machine with the presser foot in the raised position? This is vital to get the thread between the tension discs.
2. Can you tell, where the thread is breaking at? Is it breaking at the needle? If it is breaking at the needle, you may not have the correct needle (HL x 5). Or the needle may be installed incorrectly. The indentation on the needle near the eye should be facing to the right. The eye should not be facing you as you sit in front of the machine. It should be facing side to side. You also thread the needle from left to right.
2.b. Or is it breaking at the pretension bar (the one with 3 holes in it.)? If it is breaking at the pretension bar, try threading it through only one of the holes.
I hope this helps.