We all have to learn....Last year at this time I was paddling the same boat.
BTW.....does your drill chuck have a threaded hole in the end with the morse taper? If so...it's probably thread to 1/4x20 IIRC. Get your self either a long properly threaded bolt, washer and wingnut or some allthread with the proper thread, washer and wingnut. Should you ever decide to use it in your headstock it'll prevent it from coming out. I use a long 1/4"x20 bolt, washer and wingnut to secure mine when I'm using my mandrel and turning bottlestoppers. If you don't you can chase that rascal around the shop.....PDAMHIKT
You can't use the bolt when using the drill chuck in the tailstock....or at least to my knowledge you can't.....