Couple things regarding the clamps, First, take some sandpaper and rough up the ends of the blades. Blades have a coating on them that can make them harder for the clamps to get a good grip on them. Couple swipes with sandpaper and that should help.
What kind of clamping system does your saw have? Some saws have 2 little blocks that are pressed together with a screw and others use 2 screws, the ends of which sandwhich the blade. Depending on what kind you have, there may be a couple tricks to help minimize the breakage/slippage problems.