I don't use the cones but it sounds like it may have been faulty from the factory. Are you threading your machine in the same direction (thread coming off of the cone) in your normal manner? I don't know if cone thread has to come off of the cone in a certain direction. This is just a thought on my part since I don't use them. Can you send it/take it back where you purchased it & let them know what happened (for a refund or exchange)?