I am a rank beginner. My ER32 collets and holder have turned up in the mail. Tried to put them together however the collets didn't appear to go into the holder far enough to allow me to thread the collet holder nut on. Googled the dimensions of the ER32 collets, measured the collets and the holder. Thought the holder was about 1mm (0.04 inch) underbored. Put the collet holder in the lathe, trying to figure out the best way to bore it a little further out. Thought about returning it to Ebay. One more google and I found out that the collet is actually meant to click into the collet holder nut before you try and thread the nut on thereby giving the extra room (Facepalm). Thankfully my final google before doing drastic measures solved my problem. Hopefully some other beginners may learn from my mistakes. On the plus side I've now fitted an end mill onto my milling machine, tried it out on some scrap structural steel and very happy with the results. Will set about making some T-nuts for my first project (currently using clamps to clamp material to the table of the milling machine).