sometimes it's the foot. are you using a foot made for that purpose or making do with a multi-use foot? they aren't all good at all tasks. try to borrow another kind of foot and see what happens. email the company and ask them. they try very hard to accomodate you.
also , check the bobbin case. make sure the tension is right and that it's clean.
and i have to say that when you use a machine for different purposes, sometimes you have to thread in different ways. even in the longarm, when i change thread, for example, i often have to rethread in an entirely new way, bypassing some guides and using others that i normally don't use, so that the tension changes in a new way.