I was just at the Houston Quilt Show, and I have been having the same problem with my metalic thread, one site reccommended putting the thread in a bowl and letting it reel out from there, that did help a lot, I only broke once per pattern doing it that way. But at the show I asked one of the vendors and the Floriani threads are coated so that they wont fray and break. I haven't tried them personally yet but here is their website
http://www.floriani.com/