Step 2: Scrounge Up a Chuck
1) Look in your drill's instruction manual.
2) Look up the chuck manufacturer's instructions on the internet - this is what I did.
3) Fiddle around with it and see if you can figure out how to remove it - I did a bit of this first.
My chuck was held onto the drill in 2 ways. Deep down inside the chuck was a machine screw. I couldn't get it to budge. After doing my internet search, I found out it is a left-hand threaded machine screw. I figure there are a few possible reasons for this:
1) The guy who made it made it wrong.
2) The guy who made it is left-handed.
3) The guy who made it is either from or made it in an alternate reality where everything is backwards. Up is down, down is up, cats are dogs, dogs are cats...
4) To keep the drill from falling apart. The back of the chuck is threaded with right-hand (normal) threads. When using the drill in the forward direction, the chuck would tend to be tightened onto the drill shaft when counter-rotational resistance is placed on the chuck. When the drill is used in the reverse direction (such as when un-screwing a screw) the chuck would be loosened from the drill shaft. It would be bad if your drill chuck fell off when attempting to un-screw stuff (corded drills often don't have this as they aren't meant to be used to drive and un-drive screws). So, they put a left-hand threaded screw in there to hold it on. A left-hand thread would tend to be tightened as counter-rotational resistance is placed on the chuck when spinning in reverse. Now that I've got that unnecessary lesson in physics out of the way...
I removed the left-hand threaded machine screw with a flat bladed screwdriver (use a phillips or hex key or whatever is used on your drill - if it is even there). The chuck is still amazingly tightly threaded onto the drill shaft. A lot of use in the forward direction (especially driving screws) will do that. To break it loose, tighten a 1/4 inch or larger (or smaller, but bigger is better) hex wrench (allen wrench) into the chuck. I only had one of the folding knife type sets available. That's what I used. A single piece one would work just as well if not better. If you don't have a hex key, something else L shaped and strong which can be tightened into the chuck would work.
Now place the drill body flat on a hard, well reinforced surface, with the business end (chuck) facing you and the handle of the hex wrench to your left. The chuck and hex wrench should be hanging off the edge. Using a whacking tool (hammer), strike the hex key sharply out near the end of it with a downward motion. The chuck should rotate on the drill shaft. If not, reset and whack again. Once it is loose, remove the hex key and un-thread the chuck the rest of the way.
You'll notice in the pictures for this step that contrary to what I said earlier, the drill has a battery. There's a good reason for this. It is because that is a different drill! The drill pictured is the one that always needs its batteries charged. The actual drill was already disassembled. Of course I saved the left hand machine screw - you never know when you'll need one of those! I also saved the rest of the drill - you never know when you'll need a cordless drill that doesn't have batteries, a charger or a chuck!
Good Job! Onward to the next step!