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In a machine shop, a mill is a machine that looks very similar to a drill press, except that

  1. It is used to grind metal into shapes, not drill holes in it.
  2. This means that the bit for a mill has a completely flat head, not one that is tapered. It also means that
  3. It uses a 3-axis mount to move the sample in the X, Y, and Z diections wrt the mill bit. You can also rotate the mount to get different angles, but I don't count this, since it should not be done while the motor is on. It also means that
  4. It usually uses a much more powerful motor.

The process of milling requires a lot of patience. Despite the similarities to a drill press, you should never try to drill straight down into a block of metal with a mill. And actually shaping a piece of metal requires the incremental shaving of layers of metal off the top of your sample with the very tip of the bit. If you try to force anything, then at best, you will ruin both your expensive bit and your carefully crafted sample. At worst, you will have shards of hot bit chip off and fly into your eyes (You forgot to wear your saftey goggles again, eh?). Not surprisingly, many professional machine shops use CNC mills nowadays., and leave the work to the machine.