and another thing ..!
if you do get the puller to thread in by hand, also apply a grease to the threads of the puller before you use the wrench. i'm talking about the inner working threads of the puller itself (in addition to those coming in contact with the cranks's dust cap threads).
this isn't as big of a deal as it is with a chain tool, but it does help.
recently, my cheap chain tool wasn't working. i was cursing at it. i thought it had just died. i was about to go down and spend $30 on a new park tool, but then i just cleaned and added some grease to the tool's threads. it then started working like new again.