A rolling bearing (12) is arranged to support a shaft (10) rotatably in a housing (13). In order to make simple mounting and dismounting of the bearing (12) possible this is first fitted with a loose fit to the shaft (10), whereupon the shaft (10) is caused to expand thus that an interference fit is obtained at the same time as desired preload can be obtained in the bearing (12). The invention is intended to be applied particularly when mounting a drill head to a tunnel drilling machine.