hard to tell over the net without a photo
The parts are new as the came in the box?
The quill has the appropriate taper inside the shaft? Push some modeling clay into the hole and withdraw it slowly. It should have a taper, if not you are SOL and would need a new quill or have that one machined. There was probably a reason it was so cheap.... I donno?
There may be an obstruction in the quill also. Check with a flashlight.
Post a photo of your chuck and the quill if you can.
The answer to your question will only be as detailed and specific as the question is detailed and specific. Good questions also include a sketch or a photo that illustrates your issue. (:< D)
Last edited by woodnthings; 09-18-2013 at 09:01 AM.