You may try winding a bit more yourself before putting it on the winder. Also the Cal 240 with the microrotor is known to be a littly touchy as far as its ability to stay wound on a winder, although I believe your 5140 also has the 240 so if that works okay it may not be the problem. Try in 5130 on the same winder head as the 5140 and see if that works, it could be that it's positioned at a better angle or somethign. You didn't mention which winder model you have, but I beleive the Cal 240 prefers to be held more vertically rather that tilted at an angle like most winders.
Good Luck