If it's cross wound where the thread is wound on a diagonal then the thread is meant to come off from the end of the spool instead of unwinding from the side. A thread stand will allow the thread to come off the end. Stack wound threads are wound on the spool in nice neat parallel rows and unwind from the side of the spool. Your machine's spool pin was designed for stack wound thread.
I've read where some people have just put the spool of thread in a cup or jar so it can't escape and let the thread unwind that way too.
A friend gave me some big cones of thread. I much prefer using them with a stand over the little spools of thread you can buy in most places.
Rodney