Step 8Drill, countersink, and tap the balls
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Next, drill, countersink, and tap the balls. Drill a hole 2/3 of the way through the ball using the same bit you used for the bar. Then use a bit the same size as the diameter of the bar to put a short countersink into the ball. This will allow the bar to seat into the ball slightly when they're screwed together. This is the trickiest part of the whole thing. If the hole is too small, the barbell won't fit together right. Too big and there's a gap perfect for all kinds of biological nasties to live in. To make it more difficult, the bar is probably machined to some wierd size where you can't get a drill bit to match it (and drilling usually make the hole a little bigger than the bit anyway.
Once everything's drilled, tap the hole the same way you tapped the bar. Then screw one of the screws tightly into the ball and cut its head off. Leave enough threads sticking out of the ball that it can securely attach to the bar. I like to leave them longer than most commercial barbells.