I have just uploaded a simple instruction on how I make my boro chain onto my flickr, hopefully it might be helpful.
I use wood to rest my chain on when it is cooling off to try and reduce shock(it does singe, so don't use good stuff). I haven't had any trouble at all doing it this way.
I popped a metal pipe of the correct diameter onto my desk with a clamp I flogged off my husband shhhhhhhh.....
Feel free to sing out if I can help any further, I am not a chain or boro expert by any stretch of the imagination - but I did learn by buggering up... a LOT before I got it right.
Cheers,
Nat
ps. you can use this technique just the same as the chainmaille people make if you make sure the internal diameter is not too small (ie. the chain is not too chunky)