Top thread not catching bobbin thread

Question

I just bought a new Pfaff 2056 and when I try to sew a plain straight stitch or any other stitch, I get large bubbles on the underside of my fabric (2 layers of cotton). It seems that my bobbin thread is not catching at all. It is not even being sewn into the fabric. I re threaded many times, and re did the bobin many times. I tried different threads also. I watched the tutorial CD many times and it seems I am doing everything correct. What Is going on with my machine?