ARe you using a metallic needle? That is required for using metallic thread.
My metallic thread used to break until my Bernina dealer told me to use only metallic needles with it -- preferably a 90/14.
She also suggested I use a thread stand because metallic thread has memory and tries to curl back the way it was on the spool.
Doing these two things have made using all my metallics very easy and enjoyable.