WHen you start the thread, isn't it put into a little notch at the top of the spool?
Sometimes, we lose that slit ... tip: put fingernail polish next to the slit so you won't lose it.
You can put a half hitch on the spool with the thread, which is how the thread I get from connecting thread arrives.
Now, how to tell you how to do a half hitch: deep breath ...
I am left-handed, so if anything I tell you is awkward, just do what I say with your right hand and it will work out just fine. so!
set the spool on your desk (I am assuming you are sitting at the computer) .... have some thread, maybe six inches laying off to the side of the spool ...
pick up the thread in about the middle of the length and do a little twist to create a loop .... move the loop toward your spool, and slip it over the spool, snug the loop on the spool by pulling on the loose end ...
if I can find a link, I will post it for you.
YOu can also buy some netting and cut it to size (height), slip the spool inside.