Hello, I'm in a jam and I'm sure I must just be missing something since

I've never used an embroidery machine before. I just got a new Singer
XL 6000 and I've used the sewing machine part just fine, but now I want

to try to embroider, I've got the base on fine and I see the embroidery

jazz on the computer screen, but when I try to fill an empty bobbin
(special) with thread via the lower continuous winding mechanism, the
machine keeps telling me there is no thread on the spool. But it's
brand new 90 bobbin thread, I don't know what to do, I can't do
anything until I figure this out, please help! Thank you ahead of
time...