Ray, there are new devices out which actually cut split shot and thread it onto the line for you. They only do one size per device and so if you use various sizes of small split shot you will need to buy two or three of them. I cannot find the name of them at the moment but they were recently reviewed in Anglers Mail - about ?8 each. I can't see anymore - I even have trouble threading the line through the rod rings. I just use no4 shot as my smallest size.
Thanks Alan, yes I am aware of the gadget
I visited their web site, trouble is it only handles one size so it would work out very expensive should you want to use say 3 sizes, ?24. I see Graham has caught the pole BUG may be he will find a solution?