hi thzeor...the advice is use a bs 1 centre drill to start any small hole drilled....pop the centre drill in the chuck... drop it in a centre punch mark and before you press the trigger make sure drill is 90 degrees to work BOTH ways....bury the centre drill into the work about 6mm until it leaves a hole with a cone around it, this will allow the bigger drill to follow this hole thus improving accuracy...your drill must be sharp to drill metal....drilling alloy needs a bit of lube so wd4o or something like that and the smaller the drill the faster it needs to run....dont push down too hard, the harder you press the more the drill removes with each rev....stop every 4 -5 mm to make sure the drill flutes are not blocked...and in steel slo down the speed and feed a little and keep the drill bit cool and lubed...
happy drilling....
just a foot note..at college to pass my level 2 engineering i had to make several parts by hand on the bench fitting course, these had to be to within +/- .25mm of the drawing and they had 20 year old drill presses for me to use, that soon taught me how to get holes nice .50mm off and its a re-make, back to the start with a raw block of metal.