Hi Wizer,
Since everyone seems to be at TOOLS2005 (except me sob - SWMBO is about to give birth at any moment so I was banned from being over 4 hours drive away!) I will have a bash at answering your query.
There are two types of blade in terms of fixing - so called pinned and pinless. The first one you have is pinned ie it has a pin at each end to hold the blade in the holder. Pinned blades tend to be larger (deeper) than pinless and generally thicker. Pinless blades have no pin and require clamping in the holder rather than sitting on a pin. Have a look at the holder and see if there is a grub screw that will tighten the blade holder and clamp the blade. Most saws have this, very cheap one may only take pinned blades. I tend to clamp the bottom of the blade first, then push the rocker arm on the top down and clamp the top of the blade, but thats just the way I find easiest - do whatever works for you.
Since the blades are thinner it is possible to snap them (DAMHIKT) when clamping, but it is more common that it slips from the top clamp because the grub screw is not tightened enough. Once you have it clamped then away you go - just remember because it is a thinner blade the feed rate needs to be slower, the blade will bend and snap far easier and the blade can overheat if you push it too hard.
If you cannot fit pinless blades then a saw update may be necessary, unless you can fit new clamp holders but someone more experienced than I will be able to advise on that!
HTH,
Steve.