When does it happen - when just sewing or when quilting? If when quilting and you are using spray baste, it can gum up the needle and do that. If when just sewing, it could be that the thread isn't pulling through properly or may not be threaded correctly. Also, check the edges of the spool itself also. Some of my older ones, like the old style Coats & Clark had a notch that the thread would catch on. I used an emery board to smooth it out.