Use a lowered ironing board or other surface to the left of the machine to help support the quilt.
Do you have a flat surface around the needle? Or are you using a free arm?
Aside from supporting the quilt, you need to "puddle" an area around the needle and/or raise up the part of the quilt that lies between you and your sewing machine. In other words, you need to be able to feed the quilt to the needle without any weight dragging the quilt down.
Also check and make sure your needle size is correct for your thread size.
Is your walking foot generic or made for the machine? Some generic feet are cheaply made and will work, say, to join two pieces of plaid fabric together but are simply not heavy-duty enough to handle all the layers of a quilt.