You spoke to Bob 'Power Tolls' Villa? And he doesn't know? :eek
Under the assumption that all tabletop scroll saws must work in a similar way.
You have a thin saw blade with little bars through each end in a 'T' shape?
At the opposite end of the scroll saw you should have a tension adjuster.
Adjust the tension right off - the blade will become slacker and slacker until you can drop it down slightly when it will drop off the hooks at the bottom.
You can then move the blade up slightly and disconnect from the hooks at the top.
As the slot in your scroll saw where the blade goes is narrower than the blade with the T shaped bars you can't pull the blade through the slot without turning the blade 90 degrees.
You should now be able to pull the blade free.
Fitting a replacement blade is the reverse. Push it through the slot at the bottom, turn it and hook the pins up, then hook them up at the top then turn the tensioner to get rid of the slack. Don't over-tighten as the blade can easily snap.
Crappy pic attached.