A drill chuck is used to secure the drill bit in place while the drill is in operation. A chuck uses rotational force to tighten internal gears that only open and close when the chuck is inserted. Most of the time a chuck is used near the tip of the drill head and will slide in like a puzzle piece. Drill chucks are also known as "keys" and are usually 1/2 inch.
Find the teeth of the drill gear ring located around the drill head. There should be a small hole and teeth that match the teeth on the chuck.
Insert the chuck with the tip in the hole and the teeth interlocking each other. The chuck will have a bar that sticks off of it. This is what you use to loosen or tighten the drill.
Loosen the drill by rotating the handle on the chuck counterclockwise. Rotate until the drill is wide enough to accept the necessary drill bit.
Insert the drill bit into the drill and turn the chuck clockwise to tighten and secure the drill bit. Remove the chuck from the drill and switch on the drill to make sure the bit stays in place. Tighten again if necessary.