Christy,
Like others have said, it's a thread, needle, fabric type thing more than a machine thing. I have many machines and most will do this with some threads - fabrics and not with others. Other machines don't do it as much but sometimes they do.
I can't tell by the picture, but how is the bobbin set up on that cute little machine?
MacyBaby,
I thought they preferred the 15s cos they were vertical loading bobbins whereas the 201 is a horizontal system. This is the first I've heard of it being because of the oscillating vs rotary thing.
Joe