In addition to what Miriam suggested (making sure no thread or lint in case or under needle plate), I would check that the bobbin isn't over full and wound evenly.
Also check what lswan suggests. Do you have a manual? The manual I have has a "Caution" paragraph on the page about replacing the bobbin case to make sure the finger to fit the bobbin case base enters the notch.
Another thing I think that has helped when I have had trouble getting the bobbin case to 'click' is to make sure the needle is in its highest position, not just raised slightly.
Janey - Neat people never make the exciting discoveries I do.