I recently bought some thread that was on a cone as well. It didn't occur to me that it wouldn't fit on the spool on my machine - until I sat down to sew. I was pondering what I wanted to do with that - when for some reason I decided to just sit it behind my machine (Janome 4800) while I wound some bobbin thread. I figured that would at least work since it wasn't threaded through the machine (and I kept my hand on the top of it so it wouldn't topple, might not have even needed to do that). On a whim I decided to thread my machine and see what happened. Nothing ventured nothing gained. To my delight, worked just fine! I might need to try some of the other suggestions as I use the thread and the cone gets lighter though.
