If you can't do it at the moment, and are taking it to your local store to get it done, now is the time to learn.
It can be dangerous due to the tension in the strings.
Step 1 Remove the old string.
This includes taking off the ball from the bridge end.
Your guitar should not have any bits or parts of the old string left.
Step 2 First of all, line up the hole in the peg so it is facing straight down the neck.
Put the string through the hole and pull it back so you have some slack.
The amount of slack you need will vary, depending on the thickness of the string.
Now hold the string in place with your right hand, just hold the peg so the string cannot slip and then turn the peg ANTI-CLOCKWISE if you are looking at the peg.
As you continue turning the peg the string will wrap around it.
Step 3 After the strings are replaced.
Tuned back tuned it back to the way you want either by manual tuning or by using a tuner.
I strongly recommend getting an electric tuner, as it is important to hear what the guitar should sound like when you are learning, and electric tuners are pretty cheap these days.
Step 4 Stretching in.
Just gently pull on the string with your right hand, using your left hand to hold the string in its correct position in the nut.
You should notice it going out of tune considerably, and will need to tune it again.
Continue stretching until you no longer need to tune it up.