drilling holes in stained glass

I bought a diamond drill bit from Delhi glass. I used it for about 4 holes and ruined the bit. I followed the directions as noted on the bit, using water to drill. I called Delhi to tell them about what happened. The girl I spoke with was very nice and informative. She also replaced the bit for me at no charge.

My question is this: has anyone drilled in glass and what did you use. The drill bit doesn't last long without wearing out and they are expensive. I had my glass totally submerged in water as the lady told me to do, but there still is alot of wear on the bit.