What type of collet chuck do you have? is it a flange mount? Taper mount?
If a flange mount it has a through hole. Find a dowell or wood broom handle that will fit through the headstock and the chuck and use that to tap the collet out.
Chuck
One of the reasons I went with ER is because of the self extracting nature of the collets. Instead of trying to find a way to make this one work, I'm just going to get one with the ER standard offset flange.