Ricky,
You've got to get the drill adapter and the right size neck mandrel from K&M. It will make your life much easier. The proper neck mandrel will slightly oversize the neck ID and will make it so that the neck will slide right onto the turning mandrel.
With the drill adapter you will get a far superior finish on the turned neck. I don't run super fast but fast enough to cut a fine feedrate/line so there isn't any missed spots. I cut both pushing the brass to the shoulder and pulling it off the turning mandrel.
You will have to size after neck turning due to the oversized neck mandrel used by K&M.
Cheers,
Toby