Pattiann is right, this is not a problem with the thread or the brand.
Other issues might be tension of your machine. To check the tension, you can use the tension test in my blog "Needles." Use the test for your format and the blog shows what it should look like.
I also recommend that you read my Forum Post on the PE-700. Even if you have a different machine, this will give you tips on working with your machine.
Ask questions here at the forum, there are lots of great embroiders like Pattiann who will help with any of your questions.
Pat, The Avid Embroiderer
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