unless you are really experienced threader I wouldn't recommend it. Call up local beauticians and ask them if they do it. Or better still ask your friends for a referral, they may even have a friend that'll do it for free!
get some professional to do it for you, the best ones are usually pakistani/indian/arabic. someone i know tried doing it by herself and the results were SO not pretty(and she had to deal with it for a full month.ouch)