Select a saw blade that is the correct size for the gauge (thickness) of metal that you are going to cut. The general rule is that you want at least three teeth in contact with the metal at all times.
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To thread a saw blade, insert the blade into the top wing nut of the saw frame, and tighten the wing nut. The teeth of the blade should face down, out, and away from the frame. “Down and out” is an easy way to remember this.