It's easier to get a blown save than a save ... all you have to do is give up the lead. Check out the stats for the Brewers' former closer, Derrick Turnbow. That'll show you (sadly, for me) that you don't need to pitch a full inning to get a blown save.
IMHO, the whole hold/save/blown-save rule is a little goofy to me anyways. You can get a save without ever facing the tying run. You're really not saving anything, you're just doing your job. It shouldn't be a save unless the tying run is either on base or at the plate when the reliever is brought into the game, but that's baseball's doing, not OOTP.