try a different thread first and see if it happens still. It sounds like your thread may be an issue--is it coming off the cone smoothly? You don't say what type of thread,but sometimes the shinier threads like Glide, etc can slip off and get caught on the cone and then pull. Use a loose thread (or cut the a piece of old stockings)net to slide over the cone. Also, check to make sure that the needle size you are using matches up with your thread. for instance, a #16 needle works well with #50 thread, a #40thread probably needs a #18 needle, etc. A too big needle can be almost as big a problem as a too small. Good luck--if you could post a picture of a sample it would help.