Well, the way I figured to do it is to place your threads right over the buld, then go Edit NURBS>>Surface Fillet>>Circular fillet

be wary that this is a tricky tool to use, and depends heavily on the history of the objects you're filleting, some advice :
*Make sure to turn on "Create curve on surface" so that you can trim it later
*reverse primary surface normal and reverse secondary surface normal determine which of the four possible corners will be filleted
*Its good to make it huge and then shrink it when your done b/c the tool generally gets wierd on small surfaces

Once you have the suface filleted the way you want, use the trim tool to cut off extra bits, and set your NURBS tesselation pretty high to avoid holes, and turn you render up to production quality, because the antialiasing will help this too

This will create a smooth transition between your spiral and your bucket