Scooter,
Firstly, what type of bobbin holder do you have at the minute? metal? ceramic? or plastic?
Shine a torch down the bobbin holder and see if there are any snags that might catch the thread, i used a wee bit of sandpaper on my metal one and removed the snag.
I dont know about anyone else but in my opinion a bobbin holder shouldnt be realy stiff, I manipulate the legs of mine so that the thread will come on the spool as i am tying without the need to stop and wind more off each time.
I have bought 5 bobbin holders off ebay and as Joe says be careful! I originally bought 2 ceramic lined bobbin holders and they were a nightmare, i use them for thread for lures where fray thread can be covered up but for my buzzers, nymphs and wets I use Talon ceramic which the bobbin holder part where the thread goes is fully ceramic. I got them on ebay for I think 5 quid each and I love them.
I have also used C+F ones which are fantastic in my opinion as my friend has one but I cant bring myself to part with £25 for one!
Shop around and if any ppl you know that fly fish and tie their own flies, then ask them for a go using theirs to get a feel for what you would like cause it can be wasted money, I wasted £10 on the original bobbin holders from ebay
Chris