I second this suggestion and the advice about a rigid set up. I will add
that you might have good luck with a stub length carbide tipped drill as
this will give you a little wiggle room and they do not snap as easily as
the solid carbide (cheaper too).

See:
P/N 2750A11
Carbide-Tipped Short-Length Twist Drill Bit 1/8" Drill Size, 1-7/8" L
Overall, 7/8" L Flute
In stock at $13.04 Each

at Mcmaster Carr for an example.

When drilling you need to run a bit faster than with HSS in regular steel
and it is also important not to let the bit drag or bounce.


--
Roger Shoaf
If you are not part of the solution, you are not dissolved in the solvent.

"Wes" wrote in message
...
rodjava wrote:

I have a Craftsmans socket set and I need to drill a hole into one of
the sockets.


Carbide drill works fine. I modify a number of sockets to fit the pin
locks on our
assembly guns.

You do want to hold socket rigidly and have a drill press without runout.
Carbide drills
don't flex.

Wes