sounds like you need to change your needle. we tend to forget sometimes that they get dull and will fray your thread. it is recommended to change the needle with every new project or every 8 hours of sewing time which ever comes first. you would be amazed what a difference a new needle can make. but just because you (believe) you are using good quality thread, that can still be a problem. i have spent $17 on a cone of thread at a quilt show that i could not use at all...it was (GARBAGE!!!) but came from a very reputable company...and source...sometimes the thread gets old, or weak, or wet, or what ever...sometimes it breaks alot and you wind up saving it for basting or utility sewing of some sort because it just will not work in your machine. so, if a new needle does not fix the problem the next step is to try a different thread.