I know you are getting a lot of advice and much of it is good. So I will add mine but if you follow it or not is up to you. http://www.ebay.co.uk/itm/4-X-PREST...Home_Garden_PowerTools_SM&hash=item4ac05cc25a get these drills and a good quality center punch. Center punch through the surface hardness you have created. Use the paste and one of those small drills to get a start through the steel. See if they will do a pack of those drills that go up in stages...............as has been pointed out you seem to have surface hardened the outside of the stud.Tried the titex end mill bit with the single speed drill and just chipped the tops off the end of the crown, it ended up like a normal HSS drill shape. Is it scrap, was this caused by speed, too much, and should I buy another and try slowly with cutting paste?