One important tip: be sure your bits are clean, rust & oil free before inserting them. Check to see if the bit is bottoming out inside the collet. If you insert the bit fully till it stops, then back it off 1/8" you should get a tight fit. Remember as the nut is tightened the collet is pulled into the shaft opening. This can cause the bit to bottom and not give a good grip. Somebody suggested inserting a small O-ring the same diameter as your bit into the collet before installing the bit. This allows the collet to tighten while eliminating the bit bottoming out. I dont know if its the same on the Hitachi as it is on the Bosch, but some collets require that you insert them into the nut with a sort of twisting action to seat them fully before attaching the nut to the sleeve. Another possibility is a burr or chip inside the nut. If your mating surfaces are clean and none of this helps contact a repair facility for assistance. DO NOT USE A ROUTER WITH LOOSE BITS! THIS IS VERY DANGEROUS!