Originally Posted by PaperPrincess

It sounds like you are actually sewing the leader right with your quilting fabric, so it's caught in the seam. A leader is where you sew the scrap of fabric, sew a couple stitches 'in the air' with no fabric, then start your quilt fabric patch, like you are chain piecing. The leader has secured the top and bobbin threads so you don't get a big glop of thread at the start of your seam. You would then sew your seam, or chain piece a bunch of patches, sew a few stiches in the air and then sew an ender scrap. Check Bonnie Hunter's site for more info:
http://quiltville.com/leadersenders.shtml