I think the 6600 has a built in feature called "Hee hee hee ... new user, let's screw with her head!". Seriously.
We use them at the shops and they are wonderfully behaved creatures. They purr under our fingers and whisper sweet nothings into our ears. Then we take them home and they behave like 9 year old boys who won't go to bed when told. I've heard it a lot with folks that have the 6600.
Until one day ... all of a sudden a bell goes off and they behave and everything runs smoothly and we all live happily ever after. I seriously don't know how to explain it, but I've seen it, I've heard it, I believe it.
First question ... are you using the exact same thread you were using in the store? I've noticed 6600's can get a little fussy about what we feed them. Also, when you were at the shop were you using regular quilting cotton - or that stiff stuff that sewing shops always use to demo machines?
Other things: Are you sure you have it threaded correctly (are you using the extending arm at the top left to travel thread through)? Are you using different thread weight in the top and bottom - if so this alone could be a problem.
keep working with the machine, If it's like I suspect - one day it will "let" you like it.