When you try to thread the handle on to the tip, it may unthread. Try holding the tip in place so you can thread the handle on tightly.

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The clips for the blades should align on the arrows printed on the plastic. You can convert to dice rolling mode by attaching the 2 blade pieces together as shown in the video. To unassembled from dice rolling mode, try twisting 1 side out instead of pulling straight out, this will make it easier. 

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Please check the video to see how to take apart the blade without damaging it. You can use your index finger to grip the notches at the edge and your thumb as leverage on the connection piece.