1) Back away from the CAPS LOCK key, it makes your posts harder to read.
2) I'm assuming you've done the "hack" part already. If you haven't, you won't get a bite with a drill bit, unless you're very careful and you've got a very good drill bit (the shaft is case-hardened.
3) Once you get the "hack" part done (if you haven't already,) you'll need to centre-punch the shaft, use a centre drill to get started (or use a small drill bit first and work up progressively,) and make damned sure you get it on centre! Measure four times, cut once.
4) What size tap? I can't find my ruler with the formula on it, and I can't recall it offhand, but there's a simple formula (probably findable online - check a machining site) to determine tap drill size. "Become wise in the Way of Google-Fu, Grasshopper."