If the problem occurs right before or right after the material suddenly gets bulky (going over a seam intersection or something) then a jean-a-ma-jig might help.
What it is:
http://www.geocities.com/rugtalk/SewingThickHem.htmlHere is one store that sells it. I'm sure you can find it in lots of places, or rig up your own from folded cardboard:
http://store.atlantathread.com/jeanamajig.htmlAlso, do you have adjustable presser foot pressure? Try loosening it, so the applique setting or something.
If those don't help, you can also:
* increase the stitch length
* loosen the upper tension
* press the area with an iron first and lots of steam
* take a hammer (seriously!!!) to the bulky area and try to flatten it
good luck!