Turn off the power switch -- located on the lower front edge of the scroll saw housing -- off. Unplug the power cord from the electrical outlet.
Locate the cutting blade tension knob on top of the scroll saw housing on the end opposite the blade. Turn the knob in a counterclockwise direction to loosen the tension so that the blade can be removed easier.
Locate the throat plate, which is a flat piece of metal at the center of the cutting table of the saw that surrounds the blade. Push the plate straight up from the bottom and remove it from the cutting table.
Loosen -- but do not remove -- the retaining screws on the blade retainers at the top and bottom of the saw blade with a Phillips screwdriver.
Grasp the blade and pull up on it while simultaneously pushing down on the upper saw arm to loosen the mounting pins on the blade from the notch in the upper blade retainer. Lift the blade from the notch in the lower retainer and remove it from the saw.
Position a replacement blade with the teeth facing forward and pointing down. Insert the blade through the opening in the cutting table. Insert the bottom mounting pins in the blade into the notch in the lower retainer.
Grasp the blade and pull up on it while simultaneously pushing down on the upper saw arm. Insert the top mounting pins in the blade into the notch in the upper blade retainer.
Tighten the screws on the upper and lower blade retainers with a Phillips screwdriver.
Position the throat plate onto the table around the blade.
Tighten the blade tensioning knob in a clockwise direction until tight or the desired blade tension is achieved.