A method for assembling a down-the-hole drilling apparatus including a drilling device including a casing and a drilling unit arranged during drilling in connection with the casing. The drilling unit includes a drilling head including a drilling arrangement including a first drilling member for drilling a center hole and a second drilling member for reaming the center hole. The drilling members are mutually power transmittingly coupled during drilling to cooperate for rotational, feeding and/or hammering, and removably coupled to enable removal of the first drilling member from a hole. The casing is arranged to be pulled into the hole through a shoulder arranged at an end of the casing. At an opposite end of the drilling arrangement with respect to a drilling surface, is arranged a skirt including a radial internal shoulder for pulling the casing into the hole by cooperation of the internal shoulder and an external shoulder at the end of the casing.