craftgrrl | holes through things...

need help :
i know a ton of you guys have done the guitar pick necklace thing...
i'm really stupid [i guess heh] and have no idea how to get a hole through it.
heating a needle? as in just...lighting candle, putting a needle over it to heat it and then poke through the guitar pick while it's hot and keep repeating the step? =/

i have one of a band i would love to make a necklace out of...but maybe i should buy a cheap one and practice first? heh

also ...anyone have any idea what's a possible tool / way to drill a hole through a dice [just a regular / random game dice] to make a dice bead [since they're impossible to find]?

thanks.