In that case practice on the bits you cut off.
Make sure the die is inserted the correct way, there is a taper on one side to easily start the thread.
Make sure when cutting the thread that you use a lubricant almost anything will do.
Every half a turn or perhaps a little more reverse the die to clear the cutting edge of chips.
Perhaps also put a slight chamfer on the cut end of the material to be cut.
Do not be tempted to use a die nut, they are only really to be used to clean up existing threads.