I recently had the same issue and it was a hard battle to win. Keep at it - there is a solution!
The Jamie Wallen video in a previous message is good - especially for setting the bobbin tension - and this is another one of the best videos I've found:
http://www.youtube.com/watch?v=dZBNU...ure=plpp_video
It looks like your bobbin is correct and it is all top tension. I found that I had better results if I took the thread out of the tension disks each time I changed the tension and then put it back and made sure it was caught in the disks correctly. In this video, she makes multiple spins of the tension dial, but I did better with smaller turns.
I also checked to make sure the needle was placed properly to catch in the hook. I don't have your machine - I have a Nolting - but they say to unthread, take out the bobbin and hand-wind the needle all of the way to the bottom to watch where it stops. One my machine, you should see half of the eye at that placement. They say you could move the needle tiny increments up or down (using the screw as if you were changing the needle) to make sure it is in the right place. Your manual may have this info, too, or in the FAQ on their website.
You can do it - I definitely understand your frustration. Been there - done that!