If you ever need to change your setting, deep clean your razor or find yourself in a position where you need to insert a new blade, but don't have the previous blade in the head of the razor, you will need to manually insert the blade. You NEVER want to inject a blade into an empty razor head. This will almost always dull and/or damage your blades — compromising your shaves.
To manually insert a new blade, unscrew and take your razor apart. Any time you take apart your razor, it never hurts to take a look at the pieces, washing or wiping away any shaving cream residue or hair that may be hanging around.
Now, you want to put the razor pieces aside and eject a blade from the pack into your hand or the counter. Be careful when doing so! Our blades are very sharp. Once you have the loose blade, you want to place it on the setting of your choice. Make sure the cutting side is facing out, flushed against the blade stops -- as shown below.
Then, screw in the setting while holding the blade in place with your thumb and index finger on either side of the setting, as shown in the picture above. Make sure your setting sort of "locks in" before screwing the razor back together. If your setting is not placed and fitted into the handle correctly, you could damage your Single Edge.
Below is a video example of a blade being placed under the head of the razor instead of on the setting as explained above. Either way will work!
All in all, anytime you take your razor apart, you will have to manually insert a blade.