If it doesn't have the centrotec system (which apparently the ccd drills don't have yet), it works the same as a regular drill. The chuck is screwed to a threaded shaft, and the screw you removed is for locking it so it can't come of when using the drill in reverse.
I removed the chuck of a new 18V Elu drill once by accident, I tried unscrewing a stuck bolt on the dashboard of my motorbike and hadn't used the drill yet for regular drilling or screwing. The lockscrew snapped and the chuck came off.
So if you want to replace that chuck by another one, they usually have an area on the drill-side where you can put a wrench on, and turn it counterclockwise (viewed from the chuck end off the drill). If it doesn't have any flat spots to put a wrench on you can lock something in the chuck, put that in a benchvise and turn the drill.