I just had that problem with my machine. I discovered that it might be the way I was loading the thread. My Bernina has two pins to put the top thread on. If I use the one that leaves the spool upright it seems to get in trouble. It catches somewhere and then shreds by the time it gets to the needle. If I load the thread on it's side I don't seem to have that problem. If your machine has that option try using the one other than the one that shreds the thread.