OK, I think maybe I can now explain even better. I don't use the tommy bar to tighten it ever (assuming that's the thingy with the two ends on it that fit in the hole on the outside of the ring and the chuck)- I use that when it gets stuck, to try to unstick it. I always do put the collet in the ring first and then screw it together and then hand tighten it. I just played around with it some more and was reminded that it's actually not sticking right when I try to unscrew the ring to loosen the collet to release the rod. It's actually about a turn and a half after I start unscrewing the ring that it gets stuck there and then won't move any further. I guess I just always assumed that since it seemed odd to me that you could just hand tighten it and it'd work, that that place where it seems tougher to unscrew, was some sort of planned tightening area to keep things secure once you twisted it all the way (please don't laugh at me guys!). So does that make more sense? I did take it apart the other day after Tom had to get it unstck for me and wiped out the ring, which had a lot of black grime in it and cleaned up the chuck and the collet really well, but then it stuck again last night when I was done turning something.