yup - bobbin case tension,
alternatively a burr or something in the bobbin case that catches the thread, in which case the bobbin case may have to be replaced
you might find one of these sites helpful:
http://www.threadsmagazine.com/item/4302/understanding-thread-tension/page/all
http://www.youtube.com/watch?v=TaH9yB7XUBk
one more thing about my pictures from yesterday - i showed you pulling the bobbin thread up on top of the foot (as they say you should in the book) - i generally do the opposite, pulling top and bottom thread through under the foot
i personally don't think it matters too much - to me the important thing is that the threads can be held out of the way - especially on the older machines - i recently inherited an old bernina and this one is also quite touchy if those beginning threads aren't kept under control