You'll have to call DeWalt and talk to their Tech Support people, or stop by an authorized service center. Unfortunately, this type of damage is often impossible to repair. The shaft that holds the bit tends to be a pretty integral part of the motor, which means that it can be difficult to replace. My guess is that DeWalt will tell you that you need to buy a new motor. Which isn't bad advice given that you'll probably be spinning bits at 20,000+ RPM. At those speeds, you really don't want them coming loose!
With that said, if there isn't an easy way to replace the shaft and you don't have the money to buy a new motor and you're willing to risk serious injury while using the router then you should find a good local machine shop and ask them about doing a repair. Sounds like you cross-threaded the collet nut, damaging the threads on the motor shaft. Ask your local machinist if it's possible to re-cut the threads so that the collet nut can be installed. If only a small portion of the threads have been damaged, they might be able to run a die down the shaft and re-cut the threads in the damaged region. If you've damaged a large portion of the threaded area, they might need to run the threading further down the shaft, so that the collet nut has enough engagement to stay in place. Doing this should be less expensive than buying a new motor. If the machinist tells you you're a nut for wanting to use a router with buggered threads, believe them!