The key is to fully engage (clip in) the collet inside the nut before you tighten it onto the holder. When properly seated, your collet face should be flush with the face of the nut - almost press fit into the nut. At that point, you're ready to place your tool into the collet and tighten things into the holder.

The easiest way to determine what type of collet your machine has is to measure the length and diameter of the collet. All collets have a distinctive length and diameter.

The standard series are: ER-8, ER-11, ER-16, ER-20, ER-25, ER-32, ER-40, and ER-50. The "ER" name came from an existing "E" collet (which were a letter series of names) which Rego-Fix modified and appended "R" for "Rego-Fix". The series number is the opening diameter of the tapered receptacle, in millimetres.