Flip the drill's direction indicator (found above the trigger) to the left side of the body for "Reverse."
Hold the chuck firmly with one hand and press the trigger with the other to loosen the chuck. Continue until the chuck stops turning and the jaws are at their widest point.
Remove any bit from the chuck and set it aside.
Insert an Allen wrench through the opened jaws of the chuck and into the screw in the back of the chuck. Turn the wrench clockwise to loosen and remove the screw.
As in Step 1, hold the chuck firmly in one hand and press the trigger with the other hand to loosen the chuck from the drill's drive shaft. If the chuck spins in your hand, hold it securely with a large pair of locking pliers and press the trigger again. The chuck should come loose from the drive shaft.
Spin the chuck counterclockwise until it comes loose after reaching the end of the threaded drive shaft.