Remove the conenut, and twist the driver while pulling it out (counter-clockwise if RHD, clockwise if LHD); then put the new one in after spraying some Tri-Flow (NO GREASE!) by pushing it in while twisting it (clockwise if RHD, counter-clockwise if LHD). Then tighten the conenut back down.
I might have the rotation directions in reverse, but you'll figure it out.