I just got a 4000R and the manual looks the same as the 3000. It is the same manual after further review. Steve told me there is a error in the threading diagram for the 4000, he probably told you about it already, when you thread the aux tension head you are supposed to run the thread back through thread guide "A" again. This is a typo in the manual.
I was trying to sew with 346 thread on the needle and the bobbin, that's the thread that came with the machine, and I couldn't get hte thread tension right. The manual says you can use that combo for sheaths but Steve says it won't work which was my experience, the combined thread layers are too big to go thru the hole the needle makes.
SkipJ