Some metallic threads just are a real pain. To work with. I have had dreadful luck with Sulky, but Yenmet is outstanding. I have run it in my sitdown quilter, my DSM, and even my high speed multineedle embroidery machine. That is one tough thread! General rule is to check your tension (some metallics need a light tension, some are regular), use either a metallic needle or one size larger than normal, and slow down some. BTW, I have also had good luck with C&C on my DSM, but I just don't like the colors.
Pam