Thread comes out of needel and into gears

Question

i think i have my mashine set wrong, i am still learning and this is a new mashine for me, white 1735 heavy duty, every time i sew for a few min then the thread comes out of my needle and into the gears of my sewing mashine and i have to spend the next 30 min cleaning it out.what am i doing wrong??what do i need to set my mashine on as far as tension, thread length, etc....? i have 5 diffrent things to set i understand 1 (the stich nob)HELP!!!!!