Is the bobbin thread looping up and creating a horrible nest of threads on the underside? Is the thread breaking because the tension is too high? If these are not the problems you're having, tension might not be the issue (can you give more description of what doesn't look right?).
There are three ways to try to fix tension problems
1. Rethread the machine. I don't know what you have, but on mine (a New Home), when you're bringing the thread from the thread spool to the left side of the machine and you go down and then up (can't think how else to describe this), when you go down you have to listen to hear the thread "click" into the tension wheel. You may not be catching the thread. Also, make sure your bobbin thread is going the proper direction when you put it in the casing.
2. Adjust the tension setting. Only in a very unusual case should it be outside the "normal" range. So unusual that I don't know what it would be.
3. When all else fails, adjust the bobbin tension. This is a little screw on the bobbin casing (look in your manual), you adjust it a quarter turn at a time. After cursing and crying over my sewing machine and its unbearable tension problems for six years someone suggested that I adjust the bobbin tension. Miracle! I haven't had any trouble since.
Also, make sure you're using the right kind of needle. Ballpoint for stretch, denim for heavy fabrics, universal for most things.