Thanks for the responses so far. I did buy the machine from a Janome dealer (Sew Vac Direct) and they have been very kind and helpful so far. I'm going to give it the weekend and see how things go, because it could just be the transition from Brother to Janome ... and I will also check out Leah's video.
But the bobbin thing ... it just seems to me that the winding is set up for failure, as the thread jumps over to the metal "hand" that's supposed to guide the thread feed when the bobbin gets close to full. Maybe it's just that I'm not stopping soon enough?