Thank you for all the suggestions.
WIChix - I was playing with the top tension yesterday. It didn't matter whether it was too tight or too loose, the bobbin thread was just lying on the bottom of the material.
Janey - Yes, I did download a manual for that machine, and double checked to make sure I was threading the needle and bobbin correctly.
While I was cleaning and oiling, I noticed some build up of something in the bobbin race where the bobbin sits. I haven't had the chance to try to remove it yet. I was going to remove the bobbin case this afternoon and try to get the build up out. I think the bobbin can't move freely and that this may be the cause. This is what I am hoping anyway.
Shari