I've had my 6600 for a while and recently had problems. As many times as I've threaded this machine I never would have thought that threading would have been the problem. I cleaned it, changed needles, all the stuff we all do when trying to figure out the problem. Somehow, the thread had come out of the # 5, 'down take' from the tension dial. (hope that makes sense) I threaded it again and voila, no problem. How it ever got that way is a mystery. So, whoever said check and recheck the threading of your machine was 'spot on'.
BTW, I've been using Gutermann for a long time (found a good deal on it). As soon as I run out, I'm going with Aurifil. I hope you find the problem and soon. Nothing worse than machine problems.