I have the Brother PE700II and kept having thread breaks at first. You do need to watch the tension on the top as you thread it. Also you can clean the top thread feed by running a piece of unwaxed dental floss. Run it thru a couple of times. There might be some fuzzies in the thread guide. My machine doesn't like Coats and Clarks at all. It also doesn't like Sulky, especially the rayon. Make sure your bobbin case and area around it are lint free.
Hope this helps a little.