I've had that problem with my Brother Innovis 4000D and learned that I have to loosen the top tension down to a 3, it's normally set at 4. I'd also use a larger needle, I only use topstitch needles now for my quilting and binding. either a 90/14 or 100/16. The only other thing I can think of is that your tension discs are dirty but if it's only with the thicker thread, then that's probably not it. You could always try cleaning them though, I use a piece of dental floss to clean my discs occasionally. Hope that helps a bit, it's really frustrating when your thread keeps breaking!