amy I have that machine and it happened to me 3 times yesterday too! I use the white disc that came with the machine for the thread to tighten the screw and it seems to be holding at the moment. I believe it loosens because of the vibration, but I'm not sure either. I do know it was a pain in the patootie, I did manage to ruin one towel!
Good luck!
Lisa

As the other poster said, vibration loosens up everything. This is why you have to have the machine on a good, solid table. Right now I have mine on a Black & Decker workmate with a dining table pad underneath...no vibrations. quiets the noise, and makes it easy to scoot the machine around when I have to move it a bit.

You have to periodically check everything throughout the day to make sure it's tight and secure. I use a short regular flathead screwdriver (you should have received one of those in your accessory box, forget the plastic widget). The set screw for the foot gets loose too so you have to check and tighten that up (foot hanging rather wonky?).

I just wanted to clarify that I use the plastic disc to avoid overtightening...which can strip out the needle shaft and be costly to repair. Just a side note!
Lisa

My Brother Ulta 2003D does this all the time now. I have had it serviced three times, but they can't seem to duplicate the problem while they have my machine. Has anyone found out what could be the problem? (For me I know it is not vibration because I embroider on my kitchen counter tops.)