With my original Silhouette machine, I had purchased a separate piece to use for pens, so the machine would write instead of cut. I tried using that with the new machine and while it should have worked, I got frustrated with it and just didn't use it (I'm thinking it was because the pens I had were too fat or something). I did the research and found a different pen holder and have had great success with it. Here is a video (I just found on my computer this morning) that I took back in 2013 showing it in action.
If you're interested in getting one for your cutting machine (Susan makes them not just for Silhouettes, but other cutters) check out Hot Paws Creations.