Open the clamp and pull the blade housing straight up to remove it. Now press and hold the button on top of the blade’s housing and carefully remove its blade. Now take off that clear protective cap from a new one and insert it with care.
Make sure not to insert the cut end of the blade into the housing. A magnet will hold the blade in place. Place blade housing back into machine clamp. Once it is fitted flush with the top of the clamp, close it.