I think you may have better luck if , on the three hole thread guide, you wrap the thread instead of going in and out of the holes. To do this go through the top hole, right to left, bring the thread around the front of the guide and go through middle hole right to left, repeat with the bottom hole. As someone already mentioned, make sure the thread is firmly seated in between the tension discs. I was taught to move it a little back and forth, like flossing your teeth, to make sure it's in snug. Going up to a #18 needle might help. Good luck!