Take the entire wheel to a bike shop and say you need a replacement. You need to find a shop that has been around a while and deals with basic bikes as opposed to highfalutin' "race" bikes. If you are near a college, a local bike co-op is what you need to find.

You need to take the whole wheel there. The "gears" (what bike people call a "freewheel") requires a special tool to remove. An old bike shop will know what to do. The new guys will just scratch their heads.