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Drill a hole through the center of one long edge of the 5" x 4" x 2" block. (Measure to locate the exact center of the block.) The hole should be the same diameter as the rod.
Send the 6" x 2" x 1" strip of hardwood for several passes through the table saw to make a dado cut (Image 1). The dado should be just deep enough to accept the die stock, and it should be about 3/4" from the end of the block. Cut the block on the other side, about 3/4" from the dado cut, so that you have a small block with a dado cut in its middle (Image 2). Repeat this step using the leftover strip of hardwood so that two identical brackets are created.
Use a countersink bit to drill two holes into the tops of each of the two brackets. The holes should be the sizes of the heads of the screws.
Center the die stock on the top of the hardwood block opposite the side with the drilled hole. Screw the two brackets to the top of the block of hardwood, securing the die holder through the brackets' dado cuts. To use the jig, feed the rod through the hole in the back of the hardwood block. The jig will hold the die steady to create perfect threads on the rod.