it is important to use the correct needle with the weight/type of thread you are using- i agree with (z) to visit Superior Threads- they have a chart you can print off telling you the difference between the different threads- the needles to use with each type the project they are best suited for- and the differences in weights/fiber contents.
it is an invaluable resource.
and some machines simply do not like some threads-
it is also important to change your needle- either with every project- or after 8 hours of sewing -which ever comes first---it is amazing the difference a new needle can make.