The problem I have with mine is getting the tension adjusted correctly for the size blade. So far I have not been able to use a blade smaller than a #3. I like to do delicate pictures, and my most used blade is a spiral #3/0. I have not been able to work with one on my Hegner. Very thankful I have an Excalibur also otherwise I would no be enjoying scrolling. Hopefully I will someday figure out the right combo to get them to work with the Hegner.
All I can say is practice, be patient, buy lots of blades. It is a great saw, but like I say it takes some getting use to.
You might check out the different clamps available at Advance Machinery. I like the "QuickClamp" best.
http://www.advmachinery.com/c-6-scroll-saw-accessories.aspx