ORIGINAL: R8893
Lanny, first anneal it by heating bright red with a torch then quenching in cold water. That makes it much softer.
You got that backward. Getting it red and quenching it will make it hard and brittle. Get it red and allow it to cool slowly to anneal.
It's really not needed anyway. Just fill the tube with salt to keep it from crushing.
Or, better yet, go to your local Auto Parts store and get some 1/8 copper tubing. This stuff bends beautifully!