Best way to machine ball screws?

[gavztheouch]

Thanks for the tips Jazz I made a start on some practice pieces.

For these I started with a piece of m12 threaded rod to represent my ball screw and bored a 6mm hole to recieve the steel rod I partially turned down to fit inside. The rest of the rod was left at 16mm. The weld held well when turning which is much more abusive than driving a lightly loaded screw, however im worried about the heat the welder injects into the screw. Maybe the loctite is still the best option?