Killcrazy and oadie speak the truth.
Three additional tips.
1) I've found that dispensing with the saw handle and simply holding the blade in your palm can give you more control over the sawing.
2) A small hobby vice (not the plastic
GW piece of crap) can be of great help in keeping the piece in place for a controlled cut. I recommend someting in the 2-4 inch range with rubber grips and ball and socket articulation. Socket articulation lets you adjust the in both dimensions angle as it's usually easier to make strait cuts when you are sawing parallel to the ground. I have one similar to this:
http://www.harborfreight.com/2-3-4-quarter-inch-articulated-vacuum-vise-3311.html
but it has a clamp attachment (which I prefer) rather than suction. It's a good deal also, being notably cheaper than the completely inferior
GW version which I bought and quickly disposed of.
3) Lastly you can lubricate the blade of your razor saw with just a touch of petroleum jelly (or use chap stick). It will allow the blade to move more freely and not get stuck as often, resulting in cleaner and faster cuts, though you will have to occasionally wipe off the blade to remove bits of material that will stick in the jelly.
I'm not sure if this works with a Jewlers saw though, as I only have a razor saw. I keep meaning to pick one up but never get around to it.