I think most scrollers will use a spray adhesive to mount their patterns to the wood. Its usually the quickest and easiest way. Just read the back of the spray adhesive (found in hardware stores and art supply stores). Just look for the instructions for a temperary bond. This usually means spraying the back of the pattern only (not the wood) and allowing it to "dry" for 30 or so seconds. The back of the pattern will be tacky, like the back of a post-it note. Then apply to the wood.
Some people will add tape too. Tape adds extra support and helps lubricate the blade. There are a couple variations of this. Some folks will put down blue painters tape on the wood first, then attach the pattern to the tape. This protects the wood and provides a little extra support. It also makes pattern removal fairly easy. A second variation is to put the pattern on the wood, then cover it with clear packing tape. This supports the pattern so it doesn't rip. It also makes pattern removal easy. Then others will do both; blue painters tape, pattern, then clear packing tape.
Here's what I do. I almost always use tape of some sort. Portrait style patterns in plywood: painters tape, pattern, clear packing tape. Any kind of cutout/silhouette: pattern, then clear packing tape.
As far as your project grabbing, you're not alone. Everybody who starts scrolling has this problem at first. We've all had a few banged up knuckles in our scrolling career. Like Steve said, you'll soon learn how much pressure to put on the wood. Usually what happens is you're trying to turn too tight of a radius for the size blade you have. The teeth grab the wood and start banging it around. Just turn off the saw, then back out the blade a bit and try it again.
One last piece of advice. Make sure you're using quality blades. This will make all the difference in the world. I don't know how it is in the UK, but the stuff they sell at the hardware store in the US are usually garbage and over-priced. Your best bet is to buy 12 dozen blades online. Many folks use Flying Dutchman from Mike's Workshop (I think he ships to the UK). Other good brands are Olson and Pegas. Good blades will produce better results, be more satisfying experience, and reduce the chance of the wood grabbing and banging around. Plus they're cheap!