Getting in to self-surgery, are we? Remember what these things are used for—a whole lot sharper than anything most people have ever encountered in daily life.
Notice that there is a groove on both sides of the prong that holds the blade. That prong goes into the slot in the blade. The blade slides into the groove, and snaps over the raised end of the prong. The slot in the blade has a narrow section toward the tip that engages the groove in the prong. The wide portion of the slot allows it to do this, and snaps over the raised portion at the back of the prong.
Holding the handle in your right hand, grasp the back of the blade, with the edge facing away from your hand, between the thumb and index finger of your left hand, just forward—towards the tip—of the slot in the blade.
Place the wide portion of the blade slot over the tip of the prong in the handle, and engage the narrow portion of the slot in the groove. At this point, you must hold the handle very tightly. If you don't you can push the handle out of your hand with the blade, which will slice the tendons of your fingers.
Push the blade toward the handle until the back (wide) part of the blade snaps over the raised portion at the back of the prong.
To remove a blade, notice that there is a small tab-like portion at the base of the blade that extends slightly away from the handle. Press this away from the handle to lift the back of the blade slot over the raised portion on the back of the prong, and push the blade (still using the tab you lifted) off the prong.