To cut metal with a scroll saw the first thing you need to do is make sure you have the right blade. Do not use a woodcutting blade, as this will ruin the teeth. Metal cutting blades have hardened teeth and come in various sizes from the very heavy duty to the fine jeweler blades.
Once you have the appropriate blade you will want to determine if lubrication or oil is necessary. Some metals cut just fine without lubrication, but others may cut much easier with a lubricant. Aluminum is one such metal that cuts better with lubrication. Other soft metals such as gold, copper or brass will cut dry without a problem.
Cutting Harder Metals
Harder metals should not be cut using a scroll saw. Although possible, it is very difficult and not recommended. If you are absolutely dedicated to doing so, use a slow speed setting, make sure the blade is properly lubricated and feed the metal through the blade slowly. If the hard metal is thicker than a quarter inch, find another saw.
Sandwiching the metal between two pieces of plywood will help to protect the metal from forming a burr on the bottom and will prevent pieces of metal from flying around. Whenever you use a saw, make sure you take the proper safety precautions to avoid injury.