Hello Sarah
I had that problem when I was using my drop in bobbin machine and it is frustrating to say the least! If you look at the machine, you will see that you might be placing the bobbin with the thread facing the bobbin case grip. If that is the case the thread will alwasy pool and get loose. Try to place the bobbin inside the machine with the thread facing the same direction as the bobbin case grip. That way the thread will have to move into the clip and backwards, and then the bobbin will not get loose. I hope this helps! If it does not, please repost your question and specify what machine you have, and how your bobbin operates. Also if you have your machine's manual, look at the pictures and copy how it is shown. (I know it sounds silly but I did not really look until a lot of frustration later). Good luck!
Lisette, October 2005