'Bout a 2 beer job, but you'll need a couple special tools to make the job easy-> a steering wheel puller and a lockplate removal tool. They're both under $10 at any auto store.
First step it to disable the airbag system if applicable. Then pull the horn pad (and wire) to access the nut that holds the wheel on. Remove nut and install wheel puller and remove wheel (index it so you put it back on in the same position). Once the wheel is off, you'll see the lockplate you'll need the other tool for. Install the tool and depress the lockplate, then remove the little circlip thingy and then pull the lockplate. Looking down into the column, on the bottom of the lock cylinder, is a setscrew that holds the tumbler in the column. Remove that screw and pull the cylinder out. Reverse steps to install and you're done. You might want to use a magnetic-tipped screwdriver to pull that setscrew out so you don't drop it down furthur into the column.
There should be a sheet of directions similar to what I've posted in the new lock cylinder that you buy.
Good luck, and HTH!
Jeff