Did you have to set the chuck into the spindle, or when you got the press, was the chuck already attached to the spindle? With the drill press I got (different brand), I had to set the chuck in the spindle and I put pressure on the chuck to set it in by placing a bit in the chuck and drilling in a piece of wood, which placed pressure on the chuck. If that's not the issue, check to see that the pulleys are turning ( flip the top open). Also check the tension of the pulleys (machine OFF) If there is nothing apparent or obviuosly not working, and if the press is new, yes, I would return it.