I've been using the same process Dave R described above for some time. But recently I've been having problems with this process. When I copy the circle on the end of a cylinder (or a hole) the faces on the cylinder (or hole) disappear; leaving me a mesh of lines!
To get around this problem I've been grouping the threads as ArCAD-UK mentioned. The problem with this is that these threads are displayed as a thick line not thin as it would be using my first method (as I has 'profiles' set on in the styles dialog window). I output to vector to use in Illustrator.

Has any one else come across this problem? I find that this problem is hit and miss! Looking back it seems to happen on more complicated items like bolts, nuts.

You have hit the nail on the head! I'm using a 1.5mm radius cylinder (small electrical connections I'm illustrating). The tread pitch was set at .5mm. I found I had to space the circles (thread) no less than 2mm to get it to work OK without the faces disappearing. I've also found reduceing the number of sides in the circle's used can over come this problem.

Using a 2.5mm radius cylinder (24s) would allow me to space the thread at 1mm intervals. Anything less than 1mm the cylinder faces would disappear!

Thanks Dave R for your response. This problem does not seam to happen on my Mac; but I may not have drawn treads at such a small size. I'll look into this later. The power of the CPU may have something to do with it!?