David;
I helped make chain links for an armorer once. He had a steel rod the size of the links he wanted, with a hole drilled through one end, and a crank on the other. A simple wooden frame allowed him to insert the end of the wire in the hole, and turn the crank winding the wire onto the rod. When the rod is full, simply saw down the length of the rod, and dump off a load of links. The quick and dirty way, when you don't have the public watching is to put the rod in a variable speed drill, and wind the wire onto the mandrel. A cutoff wheel on a Dremel is faster than hacksaw method too. This is an easy way to make those little trade broaches you see on some native attire too.
Hungry Horse