Use the upright spool holder that sits beside your machine and then set your tension to about 2.5. You can't leave the tension on as tight as normal. Also, when you are using it in the bobbin...do not load the bobbin at a fast speed. I hold my hand on the spool to slow the turning...going really fast stretches the thread and makes it tangle as it is coming back off as you are sewing.
Always buy the better quality...not the cheap stuff.