Mine did this when I first got it. I went crazy. I did loosen the bobbin tension a quarter turn, and that helped. Then I took all the plates off and cleaned thoroughly, and oiled. Just before I got my machine, someone told me to remember three words: "Juki Loves Oil" and she really does. I got mine going again, and have not had the problem since.
Also, when I am FMQ, I set the stitch length to 0, because that's what the directions told me and I have not had any problems.