Eddie,
Hold downs, not press itself...I've become addicted to the purpose built vise-grip type hold downs. I think Delta developed these but HF has knock-offs that work just as well and cost much less. Usually just one well-placed hold down will keep the work piece from spinning as the bit punches through the workpiece. To help avoid the tendency to grab at punch through ease the feed pressure as the bit is cutting through the bottom.
I came close to chewing up my holding hand a couple of time before using these clamps and never since I starting clamping. They are easy to attach, adjust and use especially if the table has slots. A good investment for your new drill press at $7.50-$12+/-. RedDirt