Cut steel rod to length using a hacksaw and saw box. Place steel rod upright in the mouth of a bench vise. Line the vise with rags so that it grips the bar well but won't bend or dent it.
Select the thread-cutting die that matches the dimension of the rod. Insert the die into the die handle. The die handle has a grip on both ends and the center of the tool has a cavity which allows the die to be tightened into place. Turn the tool over.
Line up the die on the top of the rod. Keep the die horizontally level. Spray the top of the rod with a cutting lubricant. Turn the die on the rod. The die will start to cut immediately. Turn one-quarter of a turn and back, one-half of a turn and back one-quarter, three-quarters of a turn and back one-half, one turn and back three-quarters. You will feel the back-and-forth cutting motion. Add lubricant as you work. Turn the die down the length of the rod you are cutting. In threaded rod furniture, the entire rod is threaded so that shelves can be positioned anywhere along the rod.