Have you watched the HandiQuilter videos for using the bobbin winder? They are very informative, including how to make sure your unit it set up to wind evenly.
Waited too long to be able to edit my post to add these links to HQ bobbin winder videos:
How to use Handi Quilter bobbin winder
How to setup, adjust and use the Handi Quilter Bobbinwinder