This is a pretty clever hack, especially if you don't have much space to work with and are concerned about splitting wood. It involves making a pilot hole for a nail using your drill. First, cut off your nail head using a pair of heavy-duty wire cutters. Next, insert the nail into your drill the same way you would a drill bit and there you have it. An easy way to make a pilot hole while ensuring you don't split your board.
However, remember not to drill too deep, especially if you want the tightest fitting possible as drilling the full length of the nail will only cause it to be loose whenever you hammer it in.