Knotted Threads With Paper Piecing...HELP!

I am currently working on an English paper pieced 1" hexagon quilt and I am getting more and more frustrated by the minute. I get no more than 3-4 stitches in and the thread frays and knots up, causing me to not only waste thread, but continually start and re-start my sewing.

HELP! If you have any idea how to stop this, please let me know. I hate to rag on companies, however this is a brand of thread WalMart sells. Would it happen if I used Signature or Sulky threads?

I am looking for comments from any of you that sew, quilt or craft. What has been your experience with different thread companies, paper piecing and what threads do you normally use?

Leave a comment here and a way to contact you and I will send you some quilting squares for your comments.