If you don't have a horizontal spool pin (many older machines don't), take a cup and drop the thread in it, place it at the back of your machine and thread your machine normally. The thread will pull off the top of the spool like it's supposed to.
A straight-wound spool means that the thread is just wound straight onto to the spool (no 'X'). These spools are meant to sit on the upright spool pin. The actual spool is supposed to spin when the thread comes off.
Now you know the difference between straight-wound and cross-wound and you can put your thread on the correct spool pin!