It should be in your manual.... but if you don't have one, I'm gonna try this out. I don't know the official names, so bear with me.
There should be two plastic arm-lookin things that are turnable. Make sure these are turned outwards.
You should have three silver pieces. The one you need first is a half-moon looking thing with a knob comin out of the middle. (it also has some holes in it)
If you turn the big knob on the right hand side, there should be a moving piece on the inside of the bobbin case.
The half moon needs to fit in with that piece. Don't force anything cause we don't want the machine to break. >< The knob thing needs to be facing the outside, otherwise it's not gonna go in at all.
Once you get the half-moon thing in there, you have two more left. There's a big circle. WOO! CIRCLES! ANYWHO, The big silvery circle.. it has a knotch in it, and a little pokey-outie thing comin' out of it.
It needs to be positioned so that the knotch (on the inside of the circle) is up and the pokey-outie piece (on the outer side of the circle) is on the bottom. On your machine, there should be a place where the pokey-outie piece would fit perfectly into a little hole-type-thing. Put it in. :O
Now it's time to move those little black plastic arms towards the center. On your circle, there should be little grooves that they fit right on top of. ^_^
The only silver piece left should be the actual bobbin case deal. This should be a smaller circle with a movable arm and a silver thing pokin' out of it. (I told you, I'm bad at names!) Before you put this guy in, we need to have your plastic bobbin threaded. (I'm assuming this has already been done, correct me if I'm wrong.... they also have pre-threaded bobbins for sale, but hey, whatever works.)
Your bobbin needs to fit inside this last piece. (my first bobbin didn't, and I freaked out and ran to my dad... LOL) You need to make sure there is a trail of thread coming out of your bobbin that's about two to three inches long. Place your bobbin in the silver guy and there /should/ be a little niche where you can play with the thread and pull it through the silver guy's parts. (Your thread may break, don't worry, just try again)
When you move the thread around, it should come out where the little arm that sticks out is. Keep the 2-3 inch trail goin' on, you'll need it. Remember that first half-moon silver guy? Well, we're gonna stick our little assembly onto his pokey-outie piece.
The silver arm-thing on our assembly needs to go into the knotch that's in our circle, and push in so it clicks. (Sometimes mine clicks twice...) Make sure you have that trail of thread, and go ahead and flip the white plastic up, because you're DONE assembling it.
I'm going to assume you have your top thread in already (again, correct me if I'm wrong..) make sure that your top thread is through the hole in the needle, otherwise we're thoroughly screwed. Pull that thread until you have another 2-3 inch tail, and twist the big white knob on the right side of your machine (same one as before...) TOWARDS you. KEEP HOLDING your top thread, otherwise it'll disappear into the abyss that is your bobbin assembly.
When you turn the knob towards you, your needle should dip down into the abyss and come back up- with your bottom thread! HUZZAH! it SHOULD be a loop around your top thread. (I'd use contrasting colors for practice.. so you know what it'll look like)
The manual says to "grab the bottom thread" but seriously, I can't get me fingers down in there, so I just slide some scissors under the foot and between the two sides of the loop, and just slide 'em left. usually works just fine. Unless my tail for the bottom thread is too short, cause then it'll be hard to grab. You should be good to go!
I know this is pic heavy and kind of long, but I like to provide as much info as possible! Let me know if it helped!!