I just took a closer look inside the chuck and it doesn't look like there is a screw after all. I tried the method of using an allen wrench and hammer to break the chuck loose but no luck. I tried to remove it in a counter clockwise direction as the manual said but to no avail. I have to wonder if this model is even equipped with a locking screw as there was no mention of one in the manual. Does anyone know for sure? Any ideas? Any suggestions will be welcome.