I also could not find a manual on the internet.
OldWood workers link looks to be the way to go.
I have had great service from dewaltservicenet.
First thing you should do if you haven't already is invest in book
on router basics and how to use a router. These books are available at your local book store I.E. Borders, Walden. Barnes & Noble. Lowes, Sears or Home Depot also have these books.
First thing is make sure your router is unplugged.
A router bit is held in place in a collet, you will need to loosen the collet nut with wrench that fits the collet nut.
Some collets require two wrenches to loosen the collet, one holds the router shaft in a fixed position and one to loosen the collet nut, some routers have a shaft locking mechanism, which then will only one wrench.
Here is a video of the two wrench removal, It will give you a basic Idea of how a router bit collet looks like and how it works.