You're likely not holding the correct part of the chuck or not turning it firmly enough. It's a double-sleeve keyless chuck.
FIX: Here's the safe way to do it:
- First, make sure the tool is off. Set the forward/reverse switch to the center position to lock it off. Remove the battery pack for absolute safety.
- To remove a bit: Hold the sleeve closest to the drill body (sleeve A) firmly with one hand. With your other hand, grasp the front sleeve (sleeve B) and rotate it counterclockwise (as viewed from the front).
- To insert and tighten a bit: Insert the new bit. Hold sleeve A secure again, and rotate sleeve B clockwise until it's very tight. Give it a good final twist by hand to ensure it's secure.
IF THAT DIDN'T WORK: Check that you're not accidentally trying to change the bit while the drill is still in gear or the battery is attached. The trigger must be fully released and the power source disconnected.
HEADS UP: Always ensure the bit is secure before starting. A loose bit can eject and cause injury. If the chuck feels stripped or won't grip no matter what, stop using it and have it serviced.