Wow -I sew with all kinds of different threads on my Mega quilter 9" with no problems. Hmmm, did you check to make sure you don't have any lint or anything else stuck in the tension disks, that the thread isn't double-wrapped somehow around the thing that has three holes in it, that it's threaded correctly, the bobbin is in correctly, and all that?
Might be time for a trip to the service department.