Rob, your first link doesn't work, it ends up at the forum home page.
Thanks for pointing that out and for your tips too, Martin. The first link should be this
scroll-saw-frustrations-t74631.html
Having looked at your Axminster link, I see the Jet JSS-16 is the same machine too.
If you have only used pinned blads in your saw it unsurprising that you only broke one blade as those blades are generally much stronger than pinless. They need to be bigger to accomodate the pins.
No - a pinned blade was supplied , but I bought a selection pack from Axminster of pinless Swiss blades. The one that did break was one I took out to check for sharpness and then re-inserted. Very quickly it broke after that.
If your saw is the same as the Record, then the Axminster clamps will fit straight on, and cheaper than making them.
http://www.axminster.co.uk/catalogsearch/result/?q=scroll+saw+clamps
They are better with some sort of handle or knob to replace the Allen key for the top clamp. It makes it easier for internal cuts, but changing the blade is still a pain. I removed the left hand cover from my saw and made a handle for the bottom clamp as well.
Martin