Congrats on your Avante! I LOVE mine!
Your Avante should have a little arm just above the tension disks..
http://www.handiquilter.com/shop/pro...tal-spool-pin/ you can thread the spool onto that and go thru the disks. One reason longarmers use the cones..........we use SO much thread on a longarm. It's cheaper to do the cones. Check out
www.metroemb.com. I use their MetroBig thread all the time for longarming. And at $2.75 for a 5000 m cone, you can't find a better price. It's just like Aurifil (bet it's made at the same factory)!!!! As for the type of thread it is.....it's poly.....Don't worry about it....I used it in 100s of quilts...won prizes with it, too.

AND converted a long time "cotton only" quilter with the thread.