I just picked up this threader from Sally's Beauty Supply. It is designed to be used with the microlink method of installing hair extensions. However, it could easily be used as a bead threader or an interlocking tool for locks.
Price was around $3.00. Not bad for a multi-purpose tool. Micro-links extensions also require a second tool that resemble pliers. One inch of hair at a time should always be used for anchoring micro-links. There is more strength in numbers when it comes to hair.