Brother PE 400D - Manual (Page 20)

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3. Set the thread spool. The thread end should come from the
bottom front of the spool. The spool cap closest to the thread
spool size should be used to hold the spool securely on the
spool pin.
1 Spool cap
2 Spool
CAUTION
If the spool is placed onto the pin in the wrong direction,
the thread could entwine itself around spool pin.
4. Pass the thread through the thread guide as shown by the
arrows. Threading is easy if you hold the thread gently with
your right hand while guiding the end of the thread with your
left hand.
1 Run thread all the way through the thread guides as shown.
If using a fine thread such as cross wound thread, slightly
separate the spool cap (small) from the thread on the spool
before using.
1 Spool cap (small)
2 Space
3 Cross wound thread