Hi Julie,
The first thing to do is completely unthread the machine and take out the bobbin in its case.
Check the tension on the bobbin by holding the thread end and gently flick your wrist so that some thread unwinds. Only about 4 or 5 inches of thread should be released before it stops. If much more is released, tighten the screw on the bobbin case a Very Small amount. Check again. (This screw very rarely needs adjusting.)
Replace the bobbin and re-thread the machine, making sure the thread goes between the discs on the tensioner. This upper tension should be set in about the middle of its range for most sewing, needing a looser tension for thicker fabric and perhaps tighter for thinner fabric.
I hope this helps.
Regards,
Sue
February 2012