What type of foot are you using? I usually use the open toe round quilting foot but maybe you need the bigger foot to hold the fabric in place. They also make a quilting need that has a spring on it to help hold fabric in place. Also, make sure you are using a sharp (not universal point) needle. I tend to use a needle in a larger size like a size 16 jeans needle or a needle marked as a quilting needle. These tend to have a sharper point and a larger eye and groove to allow the thread to pass through any layers. The needle can be a size 12 as long as it says sharp not universal. The universal needles are more rounded on the tip.