How to attach drill chuck

Rigid bench top drill press comes with an assembled head, but the chuck, handles, and belts need assembly. As the assembly progress, it becomes heavy eventually and may even require two people.
To help you assemble this Rigid bench top drill press, we have attached here step by step guide for you:
Step 1 Your first job is to unpack the drill press. The instructions are given on the top so that you will have no issue unpacking or assembling the tool.
Step 2 After you unpack, take the post and attach it to the base. As the press has too much oil on the post, you should wipe away all the oil and wax it afterward.
Step 3 You should clean the table post as well. So, wipe the oil off the table post using an oil-soaked paper and apply wax to it. If the oil remains, you can use a putty knife and scrape it off. The oil was used for a long boat ride to prevent rust.
Step 4 As the cleaning procedure is done, take the table and install the table in the table arm.
Step 5 The next step is putting drill head on a moving dolly and wheeling it over to the base. Now, tip the base and slide the drill head. Using your legs, lift and stand drill press up. You will not need another person for help if you use your leg doing so.
Step 6 This step requires installing the idler pulley and belts.
Step 7 After pulley and belt, install handles. You can choose the position depending on your habit. Most of the people install it on the right-hand side. But if you are a lefty, you can use left-hand side.
Step 8 Take a thick scrap and put it on the table. Wide open the chuck jaw and clean the mating surface of the shaft and the inner side of the chuck. Make sure to clean it nicely for keeping its stable position. Then, take the handle and press shaft in the chuck very tightly.
Step 9 There must be 60W bulb which is needed to be installed behind the handles in a small recess. If you do not find enough space to fit 60W bulb, you can press a CFL pigtail style up and reinstall the guard.
Step 10 The last step is to square your table to the quill. Combination table can also be taken in this case. It is required to use a bit which is straight and spins true.
More details open the link Efficient Techniques to Assemble Your Rigid Bench Top Drill Press

Well I'm guessing BD = Black and Decker and that it has a conventional chuck key?
If so insert chuck key into chuck as you are about to tighten chuck onto a drill. Then, holding the drill firmly by the chuck end and using a wooden mallet; give the chuck key a sharp blow in the opposite direction to which the drill turns. The shock of the impact should enable you to simply unscrew the chuck by hand from here on.

drill chucks are pressed in, and beveled. The way I found is to open the chuck and tighten it around something like a lag bolt that is firmly secured to something like a bench top, I use the telephone pole outside my garage. After secured tight, give the drill a few raps with a rubber mallet, its in there tight but will come out.

When you buy a replacement chuck it will have detailed instructions- at least Jacob's brand chucks do. Basically there is a retaining screw inside the chuck that needs to come out first- it may be left-hand threads . Then you put the short end of a 1/4" or larger allen wrench in the chuck and close it tightly. Set the drill on a bench with the chuck off of the bench and strike the allen wrench with a mallet in a counterclockwise direction. Do this several times, then you'll be able to spin the chuck off by hand. Reverse the process to install the new chuck.

you are half right. The screw that you see is a chuck retaining screw (LH thread) to keep the chuck from loosening up when in reverse. What you need to do is if you have one remove it first and then find a bent handle allen wrench about the size of the chuck capacity, lock the shorter end in the jaws and then position the wrench at about a 30 deg angle and put the chuck on a block of wood or bench and take a hammer and hit it counter clockwise. If you have a wrench small enough to lock onto the spindle use it and brace it on the bench. If this tool has a high and low setting use the low and if clutch equipped the drill only. Let me know if you need more help

clean the spindle and the inside of the chuck with easy off oven cleaner. get it all very clean and then be sure to remove all of the debris. pound the chuck onto the spindle with either a rubber mallet or put a block of wood under the chuck and use a regular hammer. DO NOT hit the chuck directly with a steel hammer.

If the spindle is tapered, and you have a tapered chuck, it is a interference fit. You can move the table out of the way for swinging room and smack it on with a mallet. Or you can block the chuck up on the table and force the spindle into it.
Both spindle should be smooth and clean, sometimes if a drill bit grabs and stops it will twist the chuck off and gall up the taper surfaces. Put some chalk dust on the spindle before assembling if you have some, it will help prevent galling should the chuck come off

Yes it does have a Morse taper and you can remove it by gently hitting it with a rubber or nylon mallet.

After removing the screw and inserting the allen wrench shift the drill to the LOW position and turn the clutch to the drill only position. Use an allen wrench about the size of the chuck capacity so that it will not flex when hitting it with a mallet. Sometimes they are stubborn because of the torque but this should work. Put the allen wrench at about a 30deg angle and hit the wrench. I support the chuck on a workbench or a block of wood will do fine. The chuck has standard threads.