How to make steel wool heads that wont come off

anybody know?

1)put a load of Steel wool on the poi
2)wrap the poi in wire so the Steel wool doesnt
fly into your eye (that might hurt)
3)have fun(dont die)
4)mwahahahaha
5)no more parts to the procedure
6)do wicked moves

so....what type of wire....i really dont want a ball of molten steel coming off of a chain when its goin @ 70mph.......
i cant use copper.....iron wire isnt flexible
so then what?>??

yeah thin copper wire should work, i used it before. it workd ok but it wasnt a lot of Steel wool so it didnt burn super hot.if not go to a hardware store and ask what type of wire is heat resistant(im not much of a scientist)