are you putting the presser lever down...when the foot clears the fabric, it's easy to forget to put the lever down and you will get a bird's nest under the foot every time....and yes, it's fine to put the stitch length at 0... with the dogs down, it shouldn't matter, but there is no harm in setting the length to a low number... every machine is different and some people swear by this and others never do it...try it and see...