An electric discharge machining electrode is shaped to form a die for roll forming a dual threaded screw. The electrode is oriented with a face thereof adjacent to a forming surface of the die and placed within an electric discharge machine to cause electric discharge via the electrode to the forming surface of the die, to shape the die to have the geometry required for roll forming of the dual threaded screw. The EDM electrode face has a plurality of troughs and tips substantially matching coarse threads of the screw. Grooves are formed in the tips. The grooves are angled relative the tips and have a geometry substantially matching the fine threads of the screw. The face of the electrode has a form which shapes the forming surface of the die so that the die can roll form the dual threaded screw.