Hello Teresa,
It definitely is a tension problem, make sure you have the thread completely between the tension discs, top tension should be between 4 and 6, bottom tension should be enough to pull the thread through with some resistence, if the bottom tension is too tight slacken off the screw on the bobbin case a quarter of a turn at a time until you get it right.
drivewithken@blueyonder.co.uk, February 2008