I need to drill a lot of very tiny holes for a PCB, but unfortunately my drill press chuck can't close tightly enough to hold the 1/32" drill bit I want to use. Is there an adapter to hold very small bits?

I found this site: http://www.craftsmanstudio.com/html_p/D!B420.htm but does anyone know of any other options, because I'd hate to spend over in shipping to get a .99 part.

Thanks!