I did this before. It's still running fine. If you want to thread it, any good bike shop should have a die for threading a fork, if you really want to, see if you can borrow it (it isn't exactly a commonly used tool. In Australia this may be a little easier.....) and use a file (or optimally a lathe) to bevel the top of the fork. There is a green, thick cutting compound which smells like capers (no ****) which can make this infiniteley easier. Then just thread it on until it bites, go 1/2 turn, 1/4 turn back, then 3/4 turn, 1/4 turn back etc. etc.

Of course if the steerer wall is too thin then you will have big problems with bulging when you tighten your stem's centre bolt, not to mention cracking and bending.


EDIT: Ah, its Trefolex I'm thinkin of.