Have you done the following: Put on your FMQ foot with the little spring in it? Lowered your feed dogs? Adjusted the tension on a scrap sandwich? Put the foot lever down before sewing even though it doesn't quite touch the fabric?
These are for most machines however some people tape a card over the feed dogs if they can't be lowered.
Some don't lower the feed dogs and put the stitch length to zero. You would have to say what your machine is before you can get more hints for that specific model. Different model, different method.