Step 1: know what you're putting into it, to at least set the input attenuation and reference level right. On most the HP spec ans I've used, they want -10dBm at the mixer, so set the internal attenuator to knock your signal down to -10 dBm or whatever your manual says for your SA.
2: A minor overload may not be a problem. I've accidentally sent about 18dBm into a SA while it was on the default 6dB attenuation setting (about a 20db overload), none the worse for wear. I'd suspect the first mixer is protected with low capacitance diodes, and could take the full input capability with the attenuator set at minimum, but ill let a real expert comment on that before I go telling anyone it's safe. ( paging w2aew, or anyone else)
3: despite front end protection, don't manually set the internal attenuator to 0db (the HPs I've used only go down to 6 via the knob. 0 has to be typed in manually) until your really sure what you're sending in, and only if you really need it. The input protection can only do so much, and an ESD event, or a charged cable overpowering any protection and blowing out your first mixer will make for a bad day, and even that 6db will help.
And a related tip for making good measurements, the first mixer sees everything, not just whats in band for what you're looking at. Looking at a signal down low while something off screen overdrives the mixer will make spurs and false signals show up all over the place.