Found the thread. It's called "The Incredible Shrinking Thread" and it comes in different colors. If you Google, you will find some reviews of it and samples.
Here is a link to a thread about it on PatternReview:
http://sewing.patternreview.com/cgi-...9&readreview=1
or, if that isn't clickable,
http://tinyurl.com/ko485c
I've seen this thread online for about $6. Shopper's Rule carries it, as do many other places.