Gears are all metal, so you should not need to replace them. However, you cannot get the chain off without removing the sprockets. (Or, if you can, your engine shouldn't be running -- and you definitely cannot get the new chain ON with the sprockets in place).
The short version is, remove front of engine, replace chain, reassemble. To do the job, you really need a tech manual. If you don't have a factory service manual (FSM), head to the auto store and buy Chilton's or Haynes Cherokee repair manual. They should spell out the procedure and give you the necessary torque specs, etc. Too long to try to type out here, and I'd forget something important anyway.