I have been showing how to make up cheap tooling to get you started with milling, but it all supposes you can hold the cutter.
In this clip I make up a collet chuck on the lathe (no mill needed); although you would still need to buy collets (and potentially a nut and spanner), it does show the method if you need to make up a special or want to make a custom collet chuck. This one is ER25 to MT3 but subsitute in your needs and you are away.