AHHH I see where you are going wrong. I assume that you are planning on putting a wheel on the end and screwing in the reverse thread 5mm screw? This will break.

Instead, get some of the nut insert wheels from robochallenge. These screw over the larger thread on the end of the drill motor shaft, then you place a washer over the end of the wheel bore and screw in the reverse threaded screw (the 5mm one). Because one thread is a right hand and the other a left hand, as one tries to loosen, the other will tighten, keeping the wheel in place.