Rodzilla:
like fooo suggests thread clipping uses a external groove tool
1) write the program to cut the thread
2) write the same program to cut a thread with a grooving tool BUT you only need to go say Z-0.125 and also use 45 degree pull out .
I find this method a pain in the ass to adjust to get just right but once you get it matched up its good
This is the method I normally use unless the drawing asks specifically for a blunt start thread. It works very well and is much quicker than milling it on, I normally play with the Z wear offset to get it just right.