Steinmann,
I'm not sure, it depends on what you're drilling. If it is so hard that HSS can not cut it, you need carbide. In that case, you need a carbide drill designed to drill hard steel. Most are designed to drill soft abrasive things like fiberglass.
If you use carbide, you need a rigid setup and a way to control your feedrate. Otherwise you're going to eat up drills.
Generally, it is best to anneal the steel where you're drilling it so a cobalt HSS drill can cut it. I have a full machine shop and I don't try to drill hard steel. Times where it comes up I use a two flute carbide end mill fed in a helix, which requires CNC.