I do this all the time too and my machine lets me know when I am getting close to the end. But it always seems to let me know about 1/4 of the way through a long seam and I choose just to keep going to see if I can finish the seam before the bobbin runs out. I also keep going when chain piecing and sew quite a few sometimes before I realize I have no bobbin thread. I really hate to waste a good amount of thread each time with thread being so expensive and my machine won't use the cheaper stuff. It is frustrating.