Many thanks for the replies everyone. I have finally managed to solve the problem.
It turns out that when threading the bottom thread, I put it around the plastic guide as shown in the instructions, but sometimes it misses the little metal hook underneath so it doesn't pass through the tensioner on the bobbin case. The result is no tension on the bottom thread and everything goes pear shaped after that.
With the bottom thread properly tensioned and some good thick stabiliser, it works much better. I see what you mean about the Hemline thread though, I'll get some better stuff.