Congratulations! I too have an Avante w/ ProStitcher! While I have a few spools of King Tut, Glide and SoFine, I have a huge bunch of Connecting Threads Cotton which my old longarm really liked. The Avante does just fine with the Connecting Thread Thread. I did purchase an extra bobbin case so that I have one set for SoFine and prewounds and the other one is for the CT Cotton.
I agree with PaperPrincess - the HQ site is a great place to start. You also might consider downloading the simulator for your computer. A great way to sit comfortably and design your ProStitcher file. There is also and ProStitcher group on Yahoo and another on FaceBook - both are a great group of folks.