If you really want it to work, you need a needle holder, the tweezers just can’t work. It will probably set you back $20-45 plus shipping (what I see the go for on Texas Electro, add that in to the initial cost of the Vector unit.)
Brutally frank answer: The consensus here is that the Vector is not made to last, and is, well, poorly made junk. :sick:
I am looking on eBay right now and for about $100 more than the cost of a new Vector unit you can get a used professional machine (and probably come with a needleholder that works and maybe some extras like fresh needles) that does galvanic, thermolysis and blend. It would probably last you until you are done and can be resold after so you can recoup some of your investment. (In fact, I know of someone who still has such a pro machine for sale, sorry shameless plug
But seriously, if you really want to do this, you might want to go with a pro machine from the start.
And how about that, here is a great DIYer setup for $375, including two texts (one by Michael Bono) some Ballet needles and a working needleholder 
http://cgi.ebay.com/Electrolysis-Machine-TAPEOGRAPHY-Softblend-T80-Epilator_W0QQitemZ260265973165