From Open Source Ecology
Threading on a Lathe
- Hex stock to make a bolt and nut manually on a lathe, using tap and die for the threads - 
- Making threads on a lathe - explaining how threads are caught exactly at the same place if using a manual lathe - 
Starting From Threaded Rod and a Nut
- Threaded Rod
- Nut of the same size
- Cut the threaded rod to a little longer (enough to thread thru most of the nut, this does require math) than you need the bolt.
- Thread the nut on the rod so that the rod is about 2/3 of the way thru the nut.
- Plug weld the two together, taking care to protect the threads from spatter.
- A good way to do this is to put the apparatus into a vise so only the bolt is exposed.
- Also, you could hang it thru a hole.