Tighten the blade down to the point you think you're going to pull it apart....then go another 1/4 turn.
If that's not working, the wheels are perhaps out of alignment, or the rubber (whatever they're called, drawing a blank right now) wheel thingies are bad maybe. Or the guides are not right. Or the blade needs replaced.
My biggest issue was the blade tightness though. I couldn't believe how tight I had to get it to prevent the thing from jumping off all the time.
*edit* I've been ninja'd by numbers!