I believe the full name is Nutsert. It is an expandable insert with the threads in it. You place it in the hole, then using the supplied tool you collapse it, similarly to a rivet, where it expands on the inner part of the metal that it is placed into.
A lot of good automotive parts houses have them, or can get them. If you are unsuccessful in your area you might try one of the hardware specialists, perhaps MacMasters-Carr?(dunno if I have the spelling right, but I know they've been mentioned here on the BCF a number of times.