You'd be surprised. I do this all the time and it can be a rather
knarly problem. I usually just clamp a pair of visegrips onto the
middle of the rod, and then put a piece of scrapwood between the
handles of the visegrips and the benchtop. On why the rod is turning
in the first place: it is very difficult to hold a smooth rod with
smooth vise jaws, and the die requires quite a bit of force to turn.
Additionally, the oil which is used to lubricate the die inevitably
gets on the rod and the vise. Another solution is to file some flats
on the rod and hold the rod vertically in the vise jaws.