What firemen do to thick stockings? (7,4)

I believe the answer is:

support hose

I'm a little stuck... Click here to teach me more about this clue!

'what firemen do' is the definition.
I know nothing about this answer so I can't tell whether it can be defined by this definition.

'thick stockings?' is the wordplay.
'thick' becomes 'support' (I can't justify this - if you can you should give a lot more credence to this answer).
'stockings?' becomes 'hose' (hose refers to stockings, tights etc).
'support'+'hose'='SUPPORT HOSE'

'to' is the link.

Can you help me to learn more?

I've seen this clue in the Sydney Morning Herald.

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