You need to use a starter fabric (Leader/Ender). It is a scrap of fabric you start on. Sew off the scrap make a couple of stitches, then start chaining your pieces. When you get to the end of your pieces, clip the scrap from the front and add it to the end. If you go to Bonnie Hunter's site, she has tips on how you can get a bit organized and use the leader/enders to make a whole new quilt.
Another alternative is to see if you can get a single hole plate for your machine. Better stitches and no 'eating' of fabric. Leaders/enders a cheaper!