I figured out a pretty easy way to do this 

First, create a circle mesh (not a sphere) and <kbd>&#8633; Tab</kbd> into edit mode. Press <kbd>A</kbd> and <kbd>F</kbd> in that order to create a face.

While in edit mode, grab the face, hit <kbd>G</kbd>, <kbd>X</kbd> and press <kbd>2</kbd> in that order to move it to the right. 

Stay in edit mode, press <kbd>period</kbd> key, and change it to 3d cursor. 

Then, grab your circle, hit <kbd>&#8679; Shift</kbd>+<kbd>D</kbd>, <kbd>R</kbd>, <kbd>Z</kbd>, <kbd>6</kbd><kbd>0</kbd> in that order. Repeat this 5 times to get this:


[![enter image description here][1]][1]


  [1]: https://i.sstatic.net/vfQMa.png

After you get this add the screw modifier, and it should work