Should a married man say a blessing on a Tallis Katan

Should a married man say a blessing on a Tallis Katan? Is one to say a blessing over a Tallis Katan worn prior to Davening if he will be wearing a Tallis Gadol for Shacharis? Why do some say it is not to be done? What if one is putting it on later on in the day, such as when putting on a Shabbos Tallis Katan on Erev Shabbos after Mikveh. What is the Chabad custom and directive of the Rebbe on this matter?