Internally threaded jewelry is where the shaft has threads inside the metal. So basically the ball has threads sticking out of it that screw down into the metal shaft. Internal jewelry costs more because it's obtained from quality companies who manufacture in the US, and it's much more time consuming to produce.

Why is internally threaded jewelry important? Here are a few reasons:
   Internally threaded jewelry passes smooth metal through the piercing as opposed to narrow metal bands. External jewelry is much more painful inserted into a new piercing.
   Internally threaded body jewelry is arguably stronger, since the threaded stem extends from the ball and is screwed into the shaft, the ball piece is more stabilized and more lined up with the post. Stronger design will also reduce the risk of losing your ball, or ingesting the ball as in the case of tongue rings.