How do I change the blade on a dewalt compound (12 in) miter saw?

With the saw unplugged - The blade needs to be locked in place so it will not turn when you put a wrench on the nut located on the left side of the blade that holds the blade on. This is done with a locking pin on the right side of the blade. Push the pin in and rotate the blade by hand until the pin locks into the blade and prevents it from moving. With the pin pushed in put a wrench on the large nut on the left side of the blade and turn it. This may be reversed threaded, so you may have to turn the nut clockwise in order to loosen it. When tightening the nut after replacing the blade, you will have to once again lock the blade with the same pin.
Perhaps this video will help you locate the locking pin.
http://www.youtube.com/watch?v=oKmIB-0AE1w&feature=related