I have the same lathe. My experience with it has been very positive. Yes, it's inexpensive (as lathes go) and perhaps slightly underpowered, but you can still do a lot of creative work with it.
Now, tell us more about what you are doing and what is going wrong? Are you using a pen mandrel? If so, does the headstock spindle continue to spin when the wood stops moving? If so, then you need to tighten the knurled nut on the mandrel. Is your mandrel adjustable? If so, make sure that it is locked to the correct length so that actually can tighten the knurled nut. Oh, and be sure that you don't tighten the tailstock too much - it should be tight enough that the live center spins with the mandrel, but not so tight that the mandrel tries to bow out.
If your problem is that the entire spindles stops rotating along with the wood? When this happens, where are you on the speed range of the lathe? When turning pens, you need to be in the upper half of the speed range. The ShopFox uses a variable-voltage speed control scheme - that's fine, but the flaw in that technology is that the torque is reduced at the lower end of the speed range. Running at higher speeds will give you more torque, and to do the initial roughing cuts, you need torque. And you also need to be coming into the cut very gently. I have to keep reminding myself that wood turning is not a contact sport, and you have to be gentle and patient. Take light cuts until you learn more about how the wood and your tools respond.
Are your tools sharp? Dull tools won't cut, and when the tools don't cut, the natural tendency is to force them into the wood. Your tools should cut without the need to force them into the wood.
I won't rule out the possibility that there could be a problem with your lathe (a loose belt is a possibility, but there are worse possible explanations), but before jumping to that conclusion, you need to make sure that the problem isn't one of technique.
