To make sure you have proper tension, pluck the blade like a guitar string. You want to hear a high "plink". If not then re-tension the blade. If you can't get it high enough, remove the tension, push down on the upper arm. If you see a bow in the blade, loosen the top thumb screw till the bow disappears, then tighten the thumb screw and re-tension the blade till you get the high plink.
If you lose tension while you are sawing, the blade is slipping in the blade clamp. Clean the ends of the blades with a folded piece of sand paper to remove the oil from the blade.
On Steve's blog:
http://www.scrollsawworkshop.blogspot.com/ There is a free download with the correct sound you are looking for. It is in the left hand collum. Scroll down to "Free software". This will give you the high "Plink" you are looking for!