Try turning the upper tension *down* in number. If it's at a 5, try 4. If it still breaks, try 3.
It may also be that your needle eye is too small for the thread. What size needle do you have in the machine? Using a topstitch needle can help because the eye is larger than the eye of a regular needle, creating less stress on the thread.
It's normal to change the upper tension to accommodate specific threads; you really need to experiment with that. The upper thread has to go through the needle eye many times, which is why it is important to use a large-enough needle to accommodate the thread. It's normal to change to a larger needle when using heavier weight thread.