I have the DeWalt as well. All I can say is that it just takes a little practice. You will eventually develop a feel for it so that you don't need to even look beneath the table. The first few times you do it, shine a light underneath the table so you can see exactly what's going on. Carefully guide the blade into the clamp, making sure it's vertical and is seated directly between the set screw and the thumbscrew and as deep back into the clamp block as possible. There should be just enough of the blade protruding below the clamp that you can feel it with your finger.
This gives you a visual frame of reference by which to guide the blade from above the table top. I use my left hand to feed the blade down into the clamp. The thumb of my right hand guides it into the clamp block and my index finger feels for the blade to protrude out the bottom. Then I tighten the clamp. Don't overloosen the clamp when removing the blade in the first place. Just loosen it enough that the blade slips out. That way, there is less margin for error when you go to reinsert. I always rough up both ends of a new blade with a piece of sandpaper to get any oil or coating off of it. It will stay better in the clamp that way.
I do feel for you though. I hadn't used my scroll saw much for the past several months (too many other projects getting in the way). Last weekend I started on my Christmas ornaments and had a devil of a time keeping the blade in the bottom holder. For some reason, it kept popping out. I had to get off my stool and actually watch what I was doing to make sure I had the blade seated properly in the clamp. Apparently I had lost a little of that "feel" while being inactive the past several months. I also took sandpaper and lightly roughed up the ends of the set screw and thumbscrew, in case there was any oil buildup on them. After a frustrating few minutes I was back in business.
The alternative is to become a "top feeder", thus minimizing the number of times you have to attach the bottom clamp. The DeWalt is user friendly should you take that route. And if you are using spiral blades, then that is a whole different conversation.
