Neesie, I have 2 Brother embroidery machines, and have never used their thread that came with it. I've always used less expensive threads of many brands and never had any problems. So try whatever you have. Have also seen FSL designs done with poly or rayon threads, also bobbin or serger thread (cotton) - and as quiltylouise says, use the same thread top and bottom. Hope we see some of your stitchouts here.
Cheers