Setting up a mini lathe for cork/wood

Wondering if anyone might have some suggestions for me.

I recently acquired a Jet mini lathe and have always heard they are a great machine for rod building purposes. However, I have no idea what I need on it to be able to accommodate steel mandrels for turning cork. I know some sort of self-centering chuck, but where might I find such an animal?

Any help is appreciated!
You can also get chucks at your local Woodcraft or Rockler store, if you have one of those close by. When you get a chuck, make sure the jaws will hold all of your mandrels. Some of the standard chucks don't come with jaws that reduce small enough to hold the 1/4" mandrels.

(Terry's Custom Rods)