I'm pretty sure the problem is because you're not using a foot. You need a darning type foot or any type of foot with a spring in it ("jumping" foot). Your machine is probably a typical short-shank machine. What you can do is take its regular foot with you to JoAnn's or a sewing machine dealership in order to find the right shank darning foot for your machine. I know that some instruction manuals say you can work without a foot, but I think it causes the problem you are having with bringing up the bobbin thread. You could try covering the feed dogs and using your regular foot (not your walking foot) and see if that allows you to bring up the thread. The problem with the regular foot is that it continuously presses down on the fabric, interfering with your ability to move the quilt sandwich freely. A jumping foot presses on the fabric only during stitch formation and lifts up in-between stitches to allow you to move the quilt freely.