On Mar 6, 1:05*pm, rodjava wrote:
I have a Craftsmans socket set and I need to drill a hole into one of
the sockets.

I take it that it's case harden as my drill bits don't even scratch
the surface.

Probably (as others have said) hard clear through... and
chrome plated.

One option no one has mentioned is grinding; a slow rotating
brass tube charged with water/glycerine/grit (alumina
or carbide grit) will go through a hard material relatively
quickly. Rock, glass, or hard metal, the soft tube
embeds grit, scratches at the hard material, and when
the work is over, the brass hasn't lost as much material
as the hard target. Because it's a tube, you only need
to grind away a small fraction of the hole volume.

Catch the grit slurry in a cup, regularly dip a brush into
the cup and paint into the hole... and pump the drill a
lot to clear the waste.