That's not what I said. You don't snap the tool inside the collet. You need to snap the collet inside the nut. If you look down into the closer nut, it will look irregular. That's on purpose. You need to push the collet in there with a bit of force; you'll hear a little click when it's properly seated, and then when you turn it over it won't fall out (if it does, try again). Only then should you insert the tool into the collet and tighten it down. Then it will stay in there straight.