It takes a while to get everything *just right*. Thread type, needle type, tension, and most important - machine speed to hand speed ratio.
I bought my 6600 specifically for FMQ - with the idea that I'd leave my Husky set up for piecing and leave the 6600 set up for quilting. I started practice sandwiches and I HATED THAT MACHINE!! Oh the horrors! I just kept at it more and more - tried different thread, needles, tension .. and finally everything clicked. I suspect the problem was me all along - my machine/hand speed were not coordinated to each other. That's the hardest thing to get down pat.
BTW - I don't use the "blue" bobbin. Have you tried using your regular bobbin?