There are hundreds of different models out there, so first be sure you have the right one. If you can't get one from the bike manufacturer, there is a web site devoted to nothing but derailleur hangers (
http://derailleurhanger.com/)
Now, assuming you have the right one, installing it is trivial... unscrew derailleur, install new hanger. Having said that, the difficult part is that it also needs to be aligned (i.e., bent) so that the derailleur will line up with your cogs, and alignment is critical for good shifting. This requires a special alignment tool such as the Park DAG-2, so unless you have one of those handy...better take it to the LBS.