&$%! punch needles, how do they work?

So I got it in my head to play around with embroidery for a while (long story) and, being lazy I had the Clever Plan to get one of those punch needles.

…except I can’t get the darn thing to work. I so much as tug too hard on one end and the whole thing unravels. I dunno if I’m threading wrong, sewing wrong, using the wrong gauge thread, or using the wrong kind of cloth.

Help me, Dopers, you’re my only hope!

Hum, I don’t know much about it, but I am given to understand that punch needle is more difficult and finicky than standard embroidery – not a labor saver at all. I mean, everything is harder than cross-stitch.

This instruction set might answer some of your questions –