There is absolutely nothing to be scared of when changing strings! I timed myself yesterday, I changed the strings on my squier Tele - strings go through the body. Total time to take old strings off and put new strings on? Just over 15 minutes.
There are two schools of thought re string changing - one, take them all off and clean the fretboard and all the places you can't get at with the strings on. Two, change them one at a time so you don't release all the tension on the neck at once. I subscribe to the latter school of thought - but it's about 50/50 either way. I take my bottom E (the thickest) string off first, put a new E string on, tune it to the 5th A string. Then I change the A string - tune it to the D string, retune the bottom E to the A string as well. Then the D string - tune it to the G string, then retune the A and E strings, and so on. This way, your guitar is going to be in tune - or close to in tune - by the time you've finished re-stringing.
You might want to leave it alone for a while though - new strings do tend to stretch, so you'll be re-tuning every few minutes until they settle down. I usually change my strings late at night, just before I go to bed - that way, they've got a few hours to settle.
So if you've only got one guitar, be prepared for it to keep going out of tune for a few hours - if you've got more than one guitar, put the recently re-stringed guitar aside for the night and play another guitar.
There are some good links up above - but the best one I ever had was from a guitar magazine, GuitarWorld, I bought it in June (maybe July) 2005 when I was on holiday in America....how to change a string in 60 seconds. I've actually done it in 43 secs....
But then again, I like to take my time changing strings - I plan ahead, and pick a day where I've got nothing else to do - that way, if the Mrs shouts me to help, well it's "oops, sorry, love, I'm in the middle of changing strings...." and it's at least an hour's job, so there's no chance of me helping with the washing-up......
Vic