Sindie,
Oh, I'm going to be a pain in the butt here, however I think it'll be worth it for you in the end. Ready? You have several choices:
1) pin baste everything the take out the thread basting;
2) take the thread basting out and spray baste (if the quilt isn't for a baby this is great alternative); or
3) take a small section of basting out, machine quilt this area, take more basting out and keep going until you finish the quilt.
It is so difficult to thread baste and machine quilt, thread basting is more for hand work because the thread comes out as you're stitching. with the machine the basting will get caught in something, under the needle, in the quilting foot and will be such a pain to deal with. And in some spots, the basting won't come out from under the machine quilting and there will be snipped threads hanging out all over the quilt top.
With pin basting you do take the pins out as you quilt, however it's a lot easier to quilt around them.
Happy Quilting!
Teri