The collet is precision ground to fit the spindle of the air grinder, which is why it sometimes sticks. To open it, loosen the collet nut a few turns using the spindle nut wrench supplied with the air grinder (do not remove the collet nut). Then use the spindle nut wrench to tap on the nut. This may require several hard hits, but be careful not to damage the threads. The collet should come loose and allow you to change the grinding bit.