Cutting Plexi-glass w/o Splintering It

Help!
Does anyone know of a way to cut plexi-glass with out splintering it. Is there a special blade that can be used on a jig saw to cut it.
I have tried heating the blade of a knife; that works, but not fast enough and can be ineffective because the p-g joins back together once the blade passes through.
Thanks,
Todah
Does anyone know of a way to cut plexi-glass with out splintering it. Is there a special blade that can be used on a jig saw to cut it.
I have tried heating the blade of a knife; that works, but not fast enough and can be ineffective because the p-g joins back together once the blade passes through.

Thanks,
Todah