I suggest that first you make yourself a small quilt sandwich with the same materials & batting that are included in the quilt your are trying to quilt. Make sure that your bobbin thread is coming off in the counter clockwise direction. You said you are using King Tut thread, which is a 40wt 3 ply. Are you also using a 50wt bobbin thread? That is what Superior Thread recommends. Also, they recommend a Topstitch 90/14 needle. The needle has a longer eye so that the thread moves freely through it. Your top tension should range between 3.0 & 4.0. I am sure that you are using a free motion foot, dropped the feed dogs, or at least covered them up with a index card taped to the bed of machine, (then you don't have to drop the feed dogs) (I do it and it works better for me)you should then practice on you small quilt sandwich. If all this fails to fix the problem I would suggest you pack up that heavy machine (I know I also have the Horizon) and take it back to the dealer and show them what it is NOT doing correctly. Good luck and I hope this helps a bit.