Replacing the heatsink fan on a PC is not a difficult job, but it pays to be thorough, especially with cleaning the top of the CPU die before replacing the fan.
Don't be mean with money when choosing a new cooler either. With CPU coolers you get what you pay for. I personally always use coolers from a company called Zalman.
Ok ..with that out of the way ..the basics are ...remove old cooler..
They are either held on by a sprung clip that fits across the cooler and locates in lugs on the cpu socket surround, or they are held by screws that go through the motherboard.
Clean the top face of the cpu die carefully making sure to use a blunt implement ..... scratches on the machined face will lead to premature failure due to overheating.
If the cooler you buy has a "thermal pad" stuck to the face of the heatsink, then remove this too and clean up the heatsink face. Use good quality thermal paste on the top face of the CPU die, then fit the new cooler. Getting the right amount of thermal paste is a bit of an art .... too much is a bad as too little. The paste is NOT a glue. The paste simply fills in any imperfections on the machined surfaces of the cpu die and the heatsink to aid heat transfer.
Does this sound complicated? It isn't really. The key is not to rush it and make sure the surfaces are completley clean and the thermal paste applied correctly.
Here is a link to one tutorial on fitting cpu coolers that you might find useful:http://www.jsyte.com/tutorials/replacehsf