Well, I went back out to the scroll saw, lightened up on the holding screw, and it seems to be doing the trick.
I check to ensure the screws are meeting half way, just tapped one of the screw surfaces with some sand paper, and turned on the easy listening music. So far I have made quite a few cuts and still working with the same blade.
Thanks for the input folks, a little experience, my willingness to listen to sage advice, and a night's sleep made a HUGE difference.
Keep learning and you keep living. Thanks again.