Here is a link to one of the cheapest sets I have seen. I have one of these plus a few others. 3mm and smaller taps are easy to break, so I have spare taps just in case. You can find larger and better tap sets, but this is a good starter set.
http://www3.towerhobbies.com/cgi-bin/wti0001p?&I=LXE224
All you have to do is drill the hole with the matching drill bit according to the size of tap, then tap the hole out with a threading tool. Use a piece of scrap to practice on and make sure you can do it farely well before trying it on your exspensive toy. It's really not difficult at all once you know what you are doing. Keep the drill straight and level to make a good hole to work with. When you use the tap the standard method is to move forward 1 turn and back off 1/2 turn repeating this all the way through until you reach the desired deapth. This will help to keep the hole clean and keep the tap from gauling and getting jammed in the hole, or even breaking off in the hole.