I have the same problems with our furry girls. They are always after the thread and pins. I keep my pins and threads in a drawer next to my machine and it was a pain when I needed pins at the cutting table. I went out and bought one of those unfinished little wooden boxes that look like a tiny treasure chest in the craft department. I made a little pin cushion and stuck it inside. Now when I'm not using the pins I just snap the lid shut, it even has a little latch When I'm not in my sewing room I make sure they are not either and keep the door shut.