Removing the dewalt DC925 'rohm' chuck

I simply placed the chuck into a large vise and turned the drill counter clockwise and the chuck spun right off no problem without damaging anything!! It does have some thread lock on the chuck but just use your man strength and its as simple as turning the lid off the pickle jar! Do not waste your time or money with the removal tool...YOU DONT NEED IT!

There is no retaining screw with this Rohm chuck (Dewalt PN$ 330075-75 / ~$50 approx cost).
Dewalt sells a special chuck removal tool for ~$75 chuck (nice and user friendly...NOT !!! ).  I have not used or seen this tool, but it's my understanding you're supposed to remove the transmission and gear box together and place them in this tool / fixture which is the tightened into a vise. Once secured, you can then safely remove the chuck without damaging anything.
Now here's the way I'd do it.  Get the largest (high quality) 'L' shaped allen wrench that will chuck up and chuck the short section into the drill.  Put a steel pipe over the arm of the allen wrench for leverage.  Carefully clamp the drill to a table or carefully secure it in your vice with soft jaws and then try twisting the allen wrench / handle counter-clockwise until the chuck loosens.
You could also try this same idea with a slightly different approach, which is to firmly secure the 'L' portion of the allen wrench in your vice.  Then chuck up the drill to the long straight end of the allen wrench.  Once its chucked up, then carefully and slowly with very firm pressure twist / unscrew the drill body counter-clockwise until the chuck loosens.  
Install the new chuck using this same procedure in reverse.  If you don't want to bother with any of this, I believe you can also buy the chuck + spindle / housing assembly as a unit for about ~$125.  Then you'd simply take the drill apart, remove the old assembly and install the new one without the risk of damage from clamping your drill body to tight or turning things the wrong way, etc.
Good luck to you and I hope one of these works out for you!
Gary

Thank you. Setting the chuck in a large vice and turning the drill counter clockwise (posted on 18 October 2009) worked a treat. I'd definitely suggest it too.

It should have a retaining screw as far as I know. It may be a torx head in this machine though. Normally left hand thread screw, then normal thread for the actual chuck. It's always worth tightening the chuck a bit before removing the inner screw as it can put pressure on it and make it harder to loosen.