i asked this questions a million times when i was building up my bike over the summer. everyone told me that threading a fork was dangerous and/or hard. i went to a few shops, and they weren't willing to do it. it requires this special park tool, skill, and weakening of your fork. if you can really find a shop that's willing to do it, i guess go for it. but it'd probably cost the same amount to sell your fork on craigslist and buy a new threaded kilo tt fork.

go to bikeisland.com and get a threaded kilo tt fork. i got a nashbar carbon fork. it worked out. threaded kilo fork is like $50, nashbar carbon $80.