Problem solved.
It is like a bigger mill, unscrewed the draw bar a little and hit it with a piece of aluminum and hammer. It came loose. It is a #2 Morse with a threaded hole of 10X1.5 MM. the other end had a chuck on it at one time. The mill is an older Harbor Fright model. I got it at an estate sale for $125 and came with two chucks with it. I can take one of them off and put on the shank. Now to find threaded shanks for end mills.
Thanks to everyone.
Bruce