What type of fastener are you making? If you were making say a screw or bolt, you would need some relief under the head by means of a groove that would typically be made with a part-off tool. You can extend your threads past the groove, which will give a nice lead off of your threads, and make the model truely functional, not just hypothetical. If you're having problems with the lead on the end of the threads, set your helix plane about.100" off of the part face where the helix will lye. This will give you some clearance so that your thread profile sketch lies between the end of the helix, and the face of the part. Be sure to also dimension the thread profile from the end of the part to the tip of the profile. This will allow you to alter the extrusion distance or part length, and still retain the threads relative to the face.