In this tutorial i show you how to create a real thread in Pro/E Wildfire, the command has not changed since Wildfire 2.0 so this applies from version 2 till 5.
If you would like to download the 3D model i made to follow along you can download it here. right click the link and save as
https://dl.dropbox.com/u/48619470/Cad%20Data/thread_tutorial.stp
I use drop box and it is 100% free and safe.
also if you need the metric thread standard here is the link i used
https://www.tribology-abc.com/calculators/metric-iso.htm