[quote=smitty]wind thread on the bobbin you were first using. the new bobbin may be defective.
----------------------------------
That is what I suggest also. I did the same, tried to use a Singer bobbin in my new Brother after running out of thread on the single bobbin that came with the Brother. Turns out they use a different type of bobbin. Almost impossible to tell apart by size, except the Brother bobbin has a slight circle raised on top of it..
Try the SAME bobbin you started with.
Then if it still won't work, take it out and use a flashlight and check everywhere you can see. A clean curved eyelash darkener
can pick up all sorts of tiny threads caught in tight places.