craftgrrl | softening yarn?

I'm getting a good start on my very first scarf (garter stitch, size ten needles, red) but the thing is, I bought the super duper cheap 100% acrylic Red Heart thread (why sink the money into it if I don't take to knitting?)... and while it's turning out nicely it's a little rougher than I would like it to be. How can I soften it up without ruining my work?

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