Kaykid, i love applique and do a lot of it by machine. What works for me, try it yourself: do just one stitch so the needle goes down only once and pulls up (just to start dont use the needle down feature if your machine has it), then, pull the end of the top thread so it brings the bottom thread up. Once you have both ends, use the knot feature while holdingthe threads with your left hand. As soon as the knog is done you can cut both ends against the fabric or hide them with a needle underneath the applique.
Clear as mud?