Hello Cheryl,
I can really appreciate the frustration that you feel. I think everyone has give you some great thoughts, especially about the thread sizes. As far as sewing machines are concerned, sewing with the right size thread and needle are fairly critical. It's not that the machine won't sew if the thread is too small, and the needle is too big, but if the thread is too big, you can just forget it. One way to see if the thread is the right size for your needle is to take a piece of thread about a foot and a half long, and just slide a needle onto it. THen hold one end of the thread in each hand, and lift one end of the thread high enough so that the needle will (hopefully) slide freely. If it doesn't, you'll need to reduce thread size. Or get a bigger needle. I think the others were right when they said that the machine really isn't designed to do what you're trying to do. But more than likely, when you get your thread and needle right, you'll be fine. Keep in mind too, that if there is any sort of small burr on the needle plate, needle, or any other pc of metal that the thread comes in contact with, it can cause similar troubles.
Best wishes,
Kevin