Of course I concur with all common sense comments mentioned above. However sometimes you have no choice in the material you have to drill and it won't work with HSS. What oftentimes helps is to take a concrete drill, which has a carbide tip. The smallest size I can get is 3 mm (about 1/8th). This I grind as a steel drill. I use it as a starter for though materials (also for hard skins of cast iron) with a lot of pressure, feed, cutting oil and moderate speed. In most cases it will get me a reasonable starter hole which I can then follow up with regular HSS drills.