Are you doing the front struts?
One of the biggest mistakes that people make is not loosening the sway bar bushings and/or not lifting the entire front end of the car.
The sway bar will pull up on the lower control arm and keep tension on the strut bolts, making them very difficult to remove and reinstall.
Those are not threads in the struts for the bolts. The bolts have splines on them to grip the inside of the struts. These facilitate in keeping the bolt tight when tightening the nut. It's purely a manufacturing assembly line thing so I wouldn't worry about it. If the bolt grips the strut at all - you're good.
If you're able to grip the spring one turn from both ends and the tool won't compress the spring enough then you might have the wrong tool. Like the other guys said, it may behoove you to take the strut, spring, and mount to a professional. I've done tons of these with my cheap arse compressor and never had a problem. In fact, I can get another inch or so of compression and I'm able to get the shaft bolt started.
