I am not sure what type of machine you have but there could be a couple of problems:
1) there is a tiny piece of loose thread stuck in the bottom which is causing the problem.

2) your tension on the bottom thread maybe incorrect for the tension on the top or what you are trying to do

3) you may need to get your machine serviced (especially if it is an older machine).

Sorry I couldn't be of more help...

Cheryl