I start with a cylinder a given diameter. Make a helix with the same diameter at the center point long the length of my cylinder. I make a surface profile of the thread. I extrude the profile along the helix. I can adjust the pitch of the helix to work out my thread spacing. The I can resize the thread depth by modifying the associated thread profile.

To finish out a bolt I chamfer the end of the cylinder. I then will do a tapper of the bolt thread by creating a long arch from the end face of the thread to the surface of the cylinder. I select the face of the ending thread and extrude the face profile to along the arch so thread tappers out onto the face of the cylinder.

Hope this helps.

I did it. :)

I had to create three helixes all on the same axis as the cylinder.
I first made a helix for the major diameter of the screw thread.
Then a helix with the minor diameter of the screw thead that starts at 1/2 pitch from the start of the first helix.
The third helix is with the major diameter of the screw thread, but starts at the pitch distance from the first helix.

I made a surface with helix 1 and helix 2, then a second surface from helix 2 and helix 3. Next join the two surfaces.

Then subtract the surface from the cylinder, which gave me an internally threaded solid. I made a new solid cylinder and subtracted the internal thread.

I had to make the chamfer on the end of cylinder prior to subtracting the thread material. If tried to chamfer one end of the cylinder after subtracting the tread material, I received an error message.

Try elevating the curves You used for the surfaces.
If that doesn't work try splitting up the solid before using the model to sheet command.

Ciao, Norbert

I've put another helix tutorial here;

http://forum.punchcad.com/showthread.php?t=914

:)