Is is a walking foot made for your machine (brand) or a generic foot. Generics sometime have problems. Try what has been suggested above, but also take everything out - thread and all......and slowly move the needle with hand wheel and where the needle may be hitting. Also to my knowledge - you said above the "the little arm stretches forward and rest above the screw" This arm should be like a claw and fit inside the screw and not above. Unless it is a type I am not famiiar with. This might sound simplistic but check the manual and make sure the walking foot is positioned correctly. It might not be if you have changed the foot between quilts.