Be careful when modeling screw threads. Besides wasting alot of your time, they can eat up alot of file space and graphic memory and really impact your performance.
If you need to model a thread, then either a rib or slot can be used to sweep the thread profile through a helix curve.
A much better way to define standard screw threads is to use the Thread/Tap tool in Part Design. It's the icon right below Thickness. This Thread/Tap tool identifies threaded features, although it does NOT show the thread on the 3D model (to show what's threaded. you might want to change the color of threaded faces). When you make a drawing from you 3D part, threads will be drawn based on the features.