(how) To Die Or Not To Die

[Tozguy]

It is not normal to have to hold a rod that much for threading. Very difficult to start a die straight by hand. Even if it is a good sharp one. The rod might be slipping in the vise because the die is crooked on the rod and jams up. You should be able to see if this is happening. Using a dull poor quality die is also a bunch of trouble.
As already mentioned, I would hold the rod in a 3 jaw and the die in a manual holder then push the die holder with a flat surface that is square to the rod, using the tailstock or tool post. Once the die is started straight there is no need to push it anymore and die should cut instead of jam on the rod. Needless to say that the lathe has to be in the lowest gear with the power off to keep the chuck from turning.

 

[Bob Korves]

What is the diameter of the rod? The stock needs to be 3/16 (.1875)" or smaller. Smaller makes thread cutting easier. Some rods are larger than the nominal size as purchased. Measure your stock in multiple locations, both lengthwise and clock positions. Look up the major diameter range of your 10-32 thread in your Machinist's Handbook or online for the thread class you are cutting.
http://engineersedge.com/screw_threads_chart.htm