You don't have to. I have not been doing it with my SID (because I didn't know to) and you can tell all the stops and starts due to the little lumpies - not bad, just annoying. A few weeks ago I read about the bobbin thread being pulled and have been playing with it. As long as you have a flat something to help pull the thread up it's not really a problem. I can hardly wait to dump the lumpies.