Charlee, the settings might be different on yours - or maybe like you say, it's just stuck.
People used 3-in-1 oil on everything and I often find attachment sets that are covered in that amber gunk. 8-12 hours' bath in Evaporust and a little spritz of TriFlow should get them clean and running well, again. :)
One thing that's cool about the ruffler is that it's so "customizable" - in addition to setting the depth of the pleats, you can also adjust the distance between pleats by making the stitches longer or shorter to get the exact effect that you want. You may have to loosen the tension a bit if you're using deep pleats and long stitches. :)