Making the Chuck Stay

I mentioned the problem I was having getting the drill press chuck to stay while tapping.  My assistant told me trick he learned in shop class at College of Western Idaho.  Freeze the chuck and arbor and then insert it.  How does that work?  The arbor shrinks when cold allowing you to tap it higher up in the tapered hole.  When the arbor warms up, it expands into the tapered hole making a press fit.