I really like my little old Ryobi Scroll Saw, model SC162VS.
Unfortunately, I lost the "Plain Blade Set Screw," Ryobi part #1130262, A60 in the exploded service part diagram, and the red thing in the drawing here. Actually, there are two such set screws to grip the blade at the top and bottom, and I lost both. What makes that really unfortunate is that a quick search on the web reveals the part is "Obsolete -- Not Available." Ever try using a scroll saw with the blade not held tightly? :-(
It took me several tries to come up with a replacement. What worked was using a drill as a mini lathe to modify a "Socket Head Cap Screw." This Instructable should allow you to improvise your replacement part in one try....
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Step 1: Stuff You Need
What you need is a set screw to fill the hole in the picture.... More precisely, you need two of them.
We'll make our improvised replacements using two "Socket Head Cap Screw M5-.80 x 16." That answers one problem I solved by trial and error -- this is apparently the correct metric thread for this part. The head is fit by one of the wrenches that came with the saw, although not the long one with the plastic handle. It cost me about $0.80 for two of these screws at a local store.
The catch is that the thread will not let this screw in far enough to clamp the blade. I don't know why, nor do I care. It screws in far enough to be very solidly held. So, what I did was to simply remove some threads from the end of the screw so it could go in all the way. I did that using:
* A drill press (or power hand drill that you can clamp to a table) -- we'll be using this as a mini lathe
* A metal file -- the cutting tool for our lathe
Step 2: Making the Part
These screws are pretty robust, but they can be filed down easily enough using a drill as an improvised lathe. Take the screw and tighten your drill's chuck on the top. Use the drill to spin the screw as you firmly apply the file to grind away the offending portion of the thread. It will take a minute or two, and you need to brace everything while machining so that you don't damage the thread but rather cleanly remove the last portion of it. As the photo shows, I used a little piece of scrap wood as a tool rest for the file.
You'll need to completely file-off the thread from the last portion of the screw... but don't take my word for it: test fit it. You should be able to see the end of the screw in the gap where the blade goes. If you don't, remount the screw in the drill and keep removing material.
Repeat the process for the second part (and maybe a spare or two just in case).
You're done. Happy sawing! Oh yeah, and now you also know you have a mini lathe that you thought was just a drill. ;-)