There could be several reasons why the tension won't set on the machine.

• The upper thread could be installed incorrectly. Rethread the machine according to the instructions in the manual.

One Point Advice  Upper threading

• Check the upper thread tension set.
  
  
• Remove the bobbin and make sure the bobbin is threaded properly in the shuttle race. Remove any loose threads or lint in the shuttle race.

One Point Advice  Lower(bobbin) threading

• A needle is incorrect. Be sure to use embroidery needle(s).