Along with making sure it is threaded correctly which includes when you first start threading and you are putting the thread in those top hole guides; it is important to go a certain way. I don't have my manual but it says it's important. Also Vikings bobbins aren't like others. You can't wind them on the sidewinder; it winds the thread the wrong way. I have 3 Vikings and they all use different bobbins so make sure they are threaded right and are the right ones for it. I hope all of this info helps. The mega quilter is a great machine and I think once you get the stitches going right you'll love it. If you have a Viking rep in your area you could ask them if you could bring it in and have them to show you. Our rep recommends Aurofil thread no matter what you are doing. I know others have used other threads without problems. Good luck
By the way; there is a CD that came with the machine that shows how to thread it. See if you can get a copy of that as well as the manual.