It can be either L/H or R/H thread; you should be able to tell by looking at the end of the arbour thread poking out through the centre of the blade. It may just be tight I do the same as Diyisfun; to lock the blade I do turn the saw upside down & push the blade teeth into the top of a lump of soft wood. Using a well fitting spanner, a few sharp whacks with a hammer will usually shift it but they can be stubborn; make sure you establish which hand thread it is first though!
Bit late seeing as you have got it off but often trying to tighten the nut first works, seems to break any "bond" that has formed, works well on most fittings and screws too.
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