There is a screw down inside the chuck that you have to take out first and it is a left handed thread. Then take the chuck off and it is a right handed thread.
Just in case you need further instruction....take off the chuck and take a large single allen wrench and tighten the short end into the old chuck. Then hit the other end with a hammer counter clockwise (right handed thread) to remove chuck.
Good luck!
Don- www.toolsandmachinery.com, January 2009