Quote Originally Posted by m_c View Post
Use decent quality collets and chuck, make sure they're clean and located in the nut properly, and you shouldn't have any problems. Only time I've had problems is when I've tried to cut corners while swapping tools, and got a bit dirt in or not located them in the nut properly.
True, I wasn't giving the whole story. Also if you look at the recommended torque for the collect nut it's surprisingly large. Probably quite easy to obtain the 28Nm required for ER11. Big spanner needed for the bigger collets though - apparently it's about 105Nm for ER25 which I have on my mill.