When your circular saw blade gets dull, you have to replace or sharpen it to ensure safe and efficient cutting power. You can tell your blade has gotten dull if you can hear the motor on your saw straining to cut or the cutting takes longer than usual. The tungsten carbide-tipped blades that are most common now typically last a while, but sometimes you need to switch circular saw blades because you're switching the material you're cutting. In any case, the way you remove and replace your saw blade will vary depending on your saw.
Your saw's instruction manual is the best source of information for changing saw blades. Some saws have blade release switches to allow easy blade removal, but other -- mostly older -- saws require you to loosen the bolts that hold the blade in place. Saws with a rotation lock allow you to fasten the shaft that holds the blade so that you can use a wrench to unscrew the bolt. In saws that don't have a rotation lock, you can stick a bar through the center of the blade to hold it in place so that you can unscrew the bolt, or you can wedge the blade into a scrap of wood. The bolt should be unscrewed in the direction opposite to the blade's rotation. Sometimes you have to hit the wrench with a hammer or screwdriver to jolt it out of place and loosen it. Once it's loosened, you can finish unscrewing it with your fingers. If your saw has a hex bolt, you'll need a socket wrench to undo it.
Before you install your new blade, take advantage of the situation to clean the lower and upper blade guards and remove all the accumulated sawdust. Make sure your replacement blade fits your saw, both in terms of the fixing hole at the center and the overall diameter. After the new blade is in place, retighten the bolt.