Changing a chain is very easy to do and is very rewarding. Get yourself a chain tool and read the instructions. Go slow when the cranking get stiff and then go a little at a time after that. If you pop the chain rivet completely out both links, you will have a devil of a time getting it back together.
Now, you can't just slap any old chain on your bike. You have to make sure that you have exactly the right chain. Bring your chain or your bike to the bike shop and ask them to help you get the right chain. Of course, at that point, they will probably offer to do it for you which will defeat the purpose of doing it yourself.
If you are replacing the chain, I assume that you have worn it out. In that case, you may have worn down the sprocket teeth. If you have you will know it because no chain will seem to fit except for the old chain you just took off. Also, the sprockets will have a very sharp and pointed look to them.
Good luck. Write me if you have questions.
Last edited by mike; 04-05-01 at 10:18 PM.