Cathy can you tell me what type wood and how thick? It might also help if you provided a picture of the pattern or a finished piece. In the meantime here are some of the things I do when cutting 3D aka compound projects on a scroll saw.
1. I rarely cut anything thicker than 1 1/2". I always use the jig I gave you (I have a half dozen in various sizes) or a couple clamps to hold the wood and never just my fingers.
2. I prefer to use Poplar, Basswood, Aspen, or Butternut as they are medium hardness woods with fairly straight and tight grain. I actually find soft woods like pine and fur harder to cut as the blade follows the grain and not your pattern
3. Before cutting I wrap the block, all 4 sides, with clear packing tape. This helps cool and lube the blade.
4. My go to blade is a Flying Dutchman #5 Polar blade. If cutting thicker than 1 1`/2" I use a #5 or #7 Olson PGT (Precision Ground Tooth) blade.
5. I do 99% of my cutting at the max speed of the saw. The only time I reduce speed is if I have an extremely tight turn to make.
6. Change blades often. If I get 15 minutes out of a blade I am extremely happy. 8 -10 minutes is about normal.
7. Relax. It does take more time and effort for your saw to cut through an 1 1/2" or material vs 1/4". Don't push the wood but feed the wood to the blade.