When I leaped into scrolling about five years back, I bought several saws from local pawn shows, which is also how I learned that there was both pinned and non pinned blades. I would suggest switching to a Porter Cable saw which can bought at Lowes for around $200. While a low end saw it has worked for me for several years and has no vibration. You only want to tighten your blades until there is a slight ping when you run your thumb along the edge of the blade. I would also suggest either Olsen or Flying Dutchman blades. I seem to have little trouble using either of those.
And like was also stated by Triple J make sure to use the right size blade for the wood you are cutting. I cut most of mine out of 1/4 Baltic Birch Plywood, also sold at Lowes however a higher quality is available at specialty shops such as Woodcraft.
Hope this helps.
Jer