You have to hold your eye open wide (basically pulling from both ends of your face) It doesn't hurt anymore than waxing or plucking, just different. It would be kinda cool to learn it, but I'll just leave it up to the pros....lol
I thread my own for free. I saw someone on Youtube do it (Pursebuzz I think), immediately tried doing it to myself, and have been ever since. It's really easy and a lot less scary than it looks.