I borrowed a nail from my neighbour and hammered in a pilot hole, as Ben suggested, but it still didn't work. The screw just spun around and didn't do anything (except make the hole bigger). I figured out how to make the drill bit stay in, there was a little plastic gear-shaped thing used to tighten the chuck properly, I just wasn't able to tighten it suffciently by hand. So anyway I decided to give up on that and try tying the rope to the branches with my cotton string. It worked! I also used the string to turn the remainder of my sisal rope into a rope ladder. Here are some pics:
I have a problem with the ceiling hook. It came with a stick with screw-lines on it, the hook, and the flaps. It said to screw the hook onto one end of the stick, and screw the flaps *two or three turns* onto the other end. Then push the flaps through the hole, and after the flaps open, to "pull down slightly and tighten". Well there's about 5cm of screw-stick sticking out of the hole and it's very ugly. I can't see how you can possibly tighten it, since you can't hold onto the flap part!! Does anyone know how to tighten it?
Oh and if anyone wants to know how much this cost:
-Sisal rope = $2.50/metre, I used ten metres (including the rope ladder) = $25. Only needed about six metres for the actual gym, so $15.
-Eucalyptus branches = free (someone down the street was doing some serious pruning, left a gigantic pile of branches in his front yard! I helped myself.)
-Pruning saw = $4
-Sandpaper = $1.50
-Cotton string = $2
-Scissors = $5
-Cheapest possible drill = $20
-Drill bit for ceiling hole = $3
-Ceiling hook = $5