Nine times out of ten most problems come back to 'needle and thread' - the very basics of sewing, lol. If your needle is too small this will likely cause fraying and as has already been mentioned, the quality of your thread may be an issue - invariably you
do get what you pay for. You could try a 90/14 Quilting needle and different thread.
There was post some weeks back where there was a link to a blog where someone had done a price comparison and Aurifil actually worked out cheaper than many other well-known brands.
However, it could be your tension too. You could try loosening your top tension and if you can set your stitch length to '0', instead of .8 then you could try that too (although the jury's out on whether this will make a difference).
Good luck
