Creating the threads in a nut

I am new to SW - how do I create the threads in a nut? I created a polygon sketch and used the hole wizard to create the correct size hole, now I am having trouble creating the threads. Any suggestions?

Here is tutorial I found

http://www.aboutsolidworks.com/helical_threads.htm

Also have a look here, and read my comments on why its best to add a bipmap rather than cut a thread.

http://www.cadtutor.net/forum/showthread.php?t=15399