Harbor Freight sells a sewing awl for $4 that comes with a huge spool of heavy waxed thread. I recently used it to modify a knife sheath. It was not pretty, but I had no prior experience with using a sewing awl.

There is a picture of the results on my blog. Not a real good picture. I took it with my cell phone.

http://ilbob.blogspot.com/2010/05/cold-steel-bushman-sheath-modifications.html