So, I've seen this done before but I haven't tried it until tonight! I was randomly Youtubing (Is that really a word? If it's not, it should be.) and ran across a tutorial on eyebrow threading.
http://www.youtube.com/watch?v=H_hFiwcgSdM
This one had the best directions and visual out of the others I saw. I used a strand of Gütermann just the regular polyester sewing weight thread and the filaments were starting to fray slightly making it difficult to swing back and forth after a few times. I'm going to try this again with the Güterman silk thread.