Drill metal isn't like drill wood, you don't just pull the trigger and let it spin as fast as possible.
You need to put pressure on the drill, without breaking the bit of course. Keep the rpm at around 500 or lower (I go as low as 200), so you see the bit is cutting into the metal instead of just grinding. Also use constant supply of cutting fluid to keep the bit cool and lubericated. There are cutting oil for sale but I'm cheap so I used gear oil that I use to fill my diff. Even WD40 is better than nothing. Now this may be overkill but I keep a cup of ice water to cool down the bit periodically.