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Sort of  :)  I wanted a fine feed for my mill project.  Looked around for a cheap worm and gear.  Not much under $40.  So I said to my self.  Self  you have a lathe and a working mill.  Why don't you make your own?  So I decided to see what my options were.  Google showed several methods to get the job done.  Here is my method.  

I knew I wanted something around 90:1 ratio.  Not much in the scrap box but some cast aluminum.  Didn't think that was the best choice for this job.  I found some cast bearing bronze on Ebay for a good price.  2.75"od x 1"id when finish machined.  The Shaft that drives the gear for the quill is .75"  I would need an adaptor to mount the gear on the shaft.  An out of spec Shopsmith 1" x 8tpi adaptor was used.  I cut off the threaded part, bored the id to 3/4" and machined part of the 1.375" od to 1"  Sorry no PICs of this part.  Its the black thing in the next PIC.
When the bronze arrived I cut off a 1" slice in the band saw.  Took forever!  After machining the 1" bore I went to test fit the adaptor.  What do you know it was a wonderful "slip fit". ARG!!!   Now what?  Mounted the adaptor on an expanding arbor.  Then knurled the 1" shaft.  Made for a nice press fit.  :) Re-mounted the assembly faced the end and cleaned up the OD.    
I decided I wanted a pretty heavy worm with good contact.  ACME rod would have probably been better but I didn't have any and wasn't ready to machine one.  I settled on a piece of 3/4" x 10tpi rod out of the pile.  I was surprised how well it machined.  The ends are 1/2".   A light polish with emery cloth was needed to clean up the tool marks.  I had a 3/4" x 10 die from a previous project.  It was run over the remaining threads to clean them up.   
I decided to use the tap method to cut the teeth on the gear.  Found a 3/4" x 10 tpi pulley tap on Ebay.  Price was good and I would probably make more than one of these worm gears.  A standard length tap will work just as good.  In the PIC the tap is in the chuck supported by the center in the tail stock.  I made an adaptor to fit the 3/4" bore of the gear blank and thread onto the tool post stud of the compound.  The blank has to spin free but not be sloppy.  This was a quick and dirty method to hold the blank.  I need something better in the future.
This is how it looks when all set up.  Its pretty simple concept.  As the tap spins it starts to cut the teeth and rotates the blank.  The first couple passes looked like crap.  I figured I ruined the blank and would have to start over.  At that point I put more pressure on the tap and things went much better.  Beginners luck  :)
What I ended up with was a well formed tooth pattern in the gear.  I got 84 teeth.  Not quite 90 but I knew that before I started.  :)  See the notes below for calculating gear blank size. So far I have not polished or lapped the worm and gear.  It is pretty clean as is.   


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