Methods and apparatus for performing a medical procedure which involves penetrating a bone structure are disclosed. According to one aspect of the present invention, a method for performing a surgical procedure includes introducing an assembly that includes a threaded cannula and a stylet into a bone structure. The threads have a shape that allows the cannula tip to be pushed into the bone body yet prevent the tip from being pulled out of the bone body. In one embodiment, the threads have a buttress shape. The method may also include applying a rotational motion, as for example a torque, to the threaded cannula to adjust the depth of insertion with respect to the implantation site when it is determined that the depth of insertion is to be adjusted.