Dorothy, first of all are you using a jeans needle? These are slightly larger and made for the heavier fabric. Secondly, you are probably breaking and bending needles because you are pulling the fabric and not allowing the machine to do it. This will cause the needle to hit the metal of the machine and break. I would suggest you not use any existing jean seams in your quilt. If you have a walking foot, use that to help feed the fabric.
Do you know anyone who sews? They may be able to help you set up your machine for sewing on the four thicknesses of denim. If not try these tips.
1. Denim or Jeans needle.
2. Increase or decrease the foot pressure. You need to allow the machine to feed the fabric for you. Find the pressure that will allow this to happen. Check this with the needle out of the machine.
3. Look into a walking foot if you do not have one. This is also called an even feed foot and will feed the top of the fabric at the same rate the feed dogs are moving the bottom fabric.
Try these tips and let us know how you are doing.