It's really pretty easy.
Open the glove box, and take it out (there's some clips by the hinges). There will be a mysterious box (abs computer i think maybe), unbolt it and move it out of the way. You'll see the cover, with a few screws on it (7 i think). Take them off (will be tough to reach a few) There's a wire going around the cover, snap its clips off the cover, and pull the cover. Then go unhook the clamps on the hoses by the firewall (warning - big mess if you aren't careful). Pull the heater core out from the inside, wrestle it free, and then stick the new one in and reverse the steps.
Helpful hint: try to do this during the daytime, so you don't freeze yourself to death. Try to get something to cover the floormats/carpet so you don't get more coolant on them. Also, make sure you have a flashlight to see those dark screws. A combo screwdriver/rachetdriver with interchangeable bits and a flex shaft would make it a lot easier also.
Good luck!