It has been a while since this question was asked, but in case anyone else has this problem, there are a couple of things you can check.
The first is make sure your needle is in the machine correctly.
Next is, when you are threading your machine, make sure your presser foot is up. When the presser foot is down, the tension discs are closed, so the thread cannot lay correctly when it is being threaded.
If both of those fail, it is probably time to clean the lint out from underneath the feed dogs. Usually the plate comes up by loosening a couple of screws.