I also FMQ and it sounds like you are doing everything right if the foot is attached properly and the presser foot is down. Adjusting the pressure is very important as you don't won't the foot to sit tight on the fabric. As other's have said the speed and movement of fabric is very important. Think of it as drawing with a needle--When I first started I really was nervous abt going fast and that was my biggest problem----Step on the gas and then get your hand motion in the groove---Put on music that you like and relax-Practice, practice and then more practice---
I don't know what kind of batting you are using but I find that the type of batting makes a hugh difference---high loft is the most diffult to work with and for me the easiest is the 80/20 cotton/poly blend or 100 percent cotton low loft- I also pin baste and remove the pins as I go, I caught the foot on basting thread so moved to the pins- Also make sure the quilt is well supported with no drag- Use the proper needle and thread in the bobbin & on top. I usually use a machine quilting needle, size 12 and I use a thinner thread in the bobbin than on top.
Good luck and don't give up--