help

I have been trying to machine quilt for the last few days and my thread keeps breaking. I am using my darning foot, tried different sized needles and had the feed dogs up or dropped and it still doesn't matter. I have been using Sulky thread, is that the problem? I need a shiny colorful thread. Does any one out there have any suggestions? This is so frustrating!
Update-I used a sewing machine needle I got from the treasures from that estate sale and now it is working fine. waaahooo!