I believe it also helps to put something under the cone. I have a round cushion of foam that sits on my spool holder. Having the bottom of the spool connect with the foam helps prevent thread from winding around underneath the spool.
I am loving Glide too, but have not used a smaller spool yet. Just finished a quilt with the large spool (and the foam cushion) and had no problem with thread catching. Noticed it does tend to pop out of the last thread guide near the needle, though.
Using a thread net should stop the problem also. Just be careful about net quality. I bought some thread nets in a small package for my serger, and they are soft and wonderful. Bought a length of thread net off Amazon (you cut off the length you need), and I noticed it's coarse and stiff. I don't think it will work as well as the soft stuff. It won't go to waste, though, as I will use it to keep Christmas and other paper rolls in check. Will work much better than rubber bands, which tend to get brittle over time and can mark the paper.
Last edited by Prism99; 02-13-2013 at 08:52 AM.