If your Horizon is like my Janome 6600, check to be sure you are inserting the bobbin in the correct direction. I didn't sew on the 6600 for six months because I couldn't get the tension to work at all. I even took it back to the dealer and they found nothing wrong with it when they tested it.
It turned out that I was putting the bobbin in with the thread coming out clockwise instead of counter-clockwise. After figuring that out, I never had another problem. Such a simple thing, but caused a big problem. Check your manual to see which way the bobbin should be put in....just in case it's a simple thing like that.