OK, I have been doing some Google'ing, but I haven't come up with a solid answer.

My HF X2 mill is coming with an R8 spindle. I understand that I need to use R8 collets with this. What I can't figure out is, do I just use the R8 spindle with the collets or is there some kind of ring clamp/fitting that is needed to tighten the collets?

I am thinking in terms of the mini collets used on my Dremel tools.

If I don't need anything, except a collet set (I have been looking at the $99 set from LittleMachineShop), how do I actually tighten the collets and an end mill into the spindle?

Sorry for the stupid questions, but I don't have the mill in hand yet and I am trying to figure some of these things out before it gets here.