I agree with fishin' fool, but if you can't return it try to fix it. if it doesn't have a ceramic tip it may have a burr in the steel shaft. Try using very fine steel wool and polishing the inside of the tube. Or better yet, I remember reading somewhere about making your own bobbins, and I think part of that article showed how to set a bead in to the tube of the bobbin which would shield the thread from any burrs in the steel. If you aren't going to return it may as well try to fix it, if you break it you really aren't any more worse off that before you started.

I found the link to the home made bobbin instructions, in it describes how to set a bead in to the end of the tube:

http://www.flytyingforum.com/index.p...9&#entry322659