I have the dremel drill press. This is the one that a dremel type hand drill screws into. It works but for the price I was expecting a quality bit of kit. What I can say is, because the dremel tool is only held by the screw collar, as you lower the press to the work the drill bit deflects because of movement of the up/down part on the main shaft. As far as I can see there is no way to tighten this part. Once my present build is complete I intend to spend time sorting out my tools, this is one of them. I will make a bracket to brace the top of the dremel to the top of the sliding part to stop this movement.
But as I said, for the price, it shouldn;t do this anyway! If I had the cash I would definitely buy the Proxxon which is real quality and is a miniature of a full size press complete with dedicated drive, so there should be no movement.
The diagram is better at explaining it. As you apply downward pressure to the workpiece, it moves in the direction of the arrows, it needs bracing at the top. The result is your drill bit deflects from the point you need to drill.