Cyndee-I can hear your frustration all the way to San Diego!
Sometimes we get our hands on some really old thread. I remember when I got my first machine, the dealer let me have 20 spools of thread that were all in a basket, and not on the wall with the remainder. That should have been my first clue!
Even if you just bought it, it could be really old, especially if it was on sale or on the Internet. Unsuspecting buyers have been getting a bad deal for years on this issue. Please do check out my vehicle warning on this site. It is an investigation that will make you very mad.
You may want to go to an automotive store (or store with a good sized auto section) and ask for spray silicon. It is about $5 for a 7.5 ounce can. You can get the same thing at the fabric store, but your bottle will be, 1/2 of an ounce for about the same money. (The small bottle is called Sewer's Aid but don't tell anyone about the over priced item.)
Spray, in a well vented area, and away from your machine, your thread all the way around the spool and let it dry, about 1 or 2 minutes. Do not put it into your machine while wet.
Let me know how this works for you,
Pat, The Avid Embroiderer
ps: Please check and comment on my latest blog, I will appreciate it.