This is a little more advanced tutorial than some of the others on the site. It is mostly dealing with SDS tools and take advantage of the new hybrid mesh type with the new 5.0/5.1 versions. Modeling threads on a screw have always been a difficult task, this method is not the only way to achieve threads but it is a good way to learn the SDS tools and thinking through a project like this.

To start this out the first step is to use the cylinder tool to make a cylinder that is as tall as you can make. To do this zoom out and use the 3 click method by clicking at one corner of where the cylinder should start and drag to the other corner while holding the Shift-key down and click then drag up as high as you can and click a third time to set its height. This will allow you to draw out a perfect circle base while you hold the shift key down. Then it will allow you to draw the height of the cylinder up as far as you can. Your cylinder should look something like the image below.

The next step is to reduce the complexity of the cylinder using the slider in the object properties window. It should look like the image below when you're done adjusting it.

Now using the convert button located at the top of the screen, just next to the group and un group buttons, we will convert this to a polygon mesh.

Once the geometry is converted to polygon mesh we can go into the "edit" or "Reshape" mode for that piece of geometry. You can start an edit/reshape session by clicking on the edit button at the top of the tool palette.

You will notice that the tool pallet has changed and there are new tools there. The first thing we want to do is select an edge. Once you have a vertical edge selected then right click "two button mouse" or control-click. This will bring up a contextual menu of all the possible actions you can take on the selected edge. Choose "Ring Select" or hit the "N" key. See the image below.

Now that all of the vertical edges are selected we want to connect them. Right click or control-click to get the contextual menu again. This time choose "Connect" or hit the "C" key.

You have successfully connected all of the vertical edges together. It should look something like the image below.

Now we need to do this again only with an added step. Select a vertical edge, then right click or control-click and choose "Loop Select" or hit the "L" key.

With the two edges selected now we do the "Ring Select" or "N" key again.

Then, we want to select the "Connect" or "C" key again to divide the cylinder again.

You should have something that looks like this below. Now you will need to repeat these steps several times to get the cylinder divided up to make the threads. I suggest using the L,N, and C keys to make it go much faster.

After several divisions or "connections" you should have a shape that looks something like this. The more you have, the tighter the threads will be in the end.

The next step is to make the edge that will wind around the cylinder. This edge will become our thread. In the edge mode select the connect tool and start connecting points around the cylinder. It is kind of tedious but be patient and zoom in to get this right.

Using the Shift-Spacebar keys together will allow you to rotate around the cylinder to connect the points as you move up the cylinder.

When your done your new edge should look something like the highlighted one below. The next step is to select that new winding edge while in edge mode with the select tool and holding the shift key down.

1 2 3 4

Continue--->