I think that your face plate may be upside down. I believe it should be like in the ad. There is a youtube video that gives instructions for threading a Paveway, which looks very much like your machine beginning about 6:10 -
https://www.youtube.com/watch?v=F5rRpy3sVx4
There are two web pages that have the instruction manual for an electric Paveway (threading would be the same) at
http://needlebar.org/main/manuals/re...ay/1index.html and
http://needlebar.org/main/manuals/re...ay/2index.html