It's easy. You need two special tools: a cassette lockring remover ( http://www.parktool.com/tools/BBT_5.shtml) and a chain whip ( http://www.parktool.com/tools/SR_1.shtml). And an adjustable wrench with a big handle. :)
To loosen the lockring, you need to turn it counter-clockwise. The entire cassette will want to turn as well, so you use the chain whip to hold the cassette in place. And then you can turn the lockring remover with the wrench. It can help if you use the wheel's quick release to hold the lockring remover in place -- it doesn't "sit" very deeply in the cassette, so it's easy for it to pop out unless it's being held in place by the quick release.
Cassette's have keyed grooves on the inside -- i.e., there's only one possible way they can slide onto the hub, so you really can't mess up the process of putting it back on.
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