I can not change the drill bit. Do I need another tool?

That depends on whether or not you have a keyed or keyless chuck. if you have a keyless chuck then you do not need another tool you must turn the chuck counter clockwise to loosen the chuck and replace the bit. if you have a keyed chuck then you will see three holes around the chuck of the drill ie the part that holds the bit. just below the holes you will see teeth spaced evenly around the drill. a chuck key allows you to put the end of the key in one of the holes and using the teeth you turn the chuck key thereby loosening the chuck and allowing you to change the bit. if you have a keyed chuck just take it to your local hardware store and they can provide you with the correct key and show you how to remove the bit. if your chuck is keyless the hold the chuck put the drill in reverse and pull the trigger use a glove to protect your hand