1. Have you got the blade in up the right way? (Not beeing cheeky, it happens to even us long-time-scrollers).
2. A cheap saw bolted to a heavy bench will perform as well as an expensive saw that's left to rodeo itself around the workshop.
3. Tension the blade by ear, a nice pinging is what you need.
4. Are you using the right size blade for what you're trying to cut?
5. Cut slowly, don't force the wood through the blade. if you need to push the wood hard, the blade is blunt.
6. Practise, practise, practise. I made some ok stuff with a garbage saw that only took pinned blades when I started.
7. Blades break, sometimes because they are worn out, sometimes they are over-tensioned, sometimes just because it's a Tuesday, they are fickle creatures.
8. if your blades slip out of the clamps, scuff the holders and the blade ends with a little emery cloth, they blades can be oily from manufacture
9. If you ever get up near Tregaron, pop in for a how-to from someone that doesn't always know how to, and tea. :-D