keep a tweezer next to the machine. any kind will do.
1. make sure you have a long enough "tail" of top thread behind the needle to get a good hold between your fingers. at least 2" is best.
2. while holding the top tail up (so it does not go under the foot), presser foot down
3. needle down (use the button)
4. needle up (again, button)
5. using the tweezer, grab that little bit of bobbin thread that now pokes up through the top. pull out about 2" or so.
6. needle down again. raise foot, pull both threads to the back. foot back down.
hold onto both threads while you do either the lock stitch, or for the first three or four stitches. if you haven't started stitching at the edge of the quilt, you should tie off the tails.
if you don't want to see the little tiny tails on the back where you've locked/cut with the cutter button, then just pull out a few inches of thread after your last stitch (but before cutting the threads). cut the top and bobbin threads. a little tug on the top thread will pull up a loop of the bobbin thread. pull that all the way through to the top and then tie it off.
it might sound like a lot of extra work, but once you get into the habit, it's no big deal.