slippage

I was trying to thread a piece of 3/8 12L14 in a ER40 collet chuck with a 3/8-16 die, but the piece kept slipping (turning) in the chuck. Installed a 3-jaw (6 "), but it still slipped no matter how tight I could get the chuck, using the normal chuck key. I was reluctant to use a breaker bar on...