open the hood, look to the lower left side of the engine where the radiator hose meets the engine block. Its just beside the exhaust manifold, where that hose meets the engine, that is the thermostat housing, 2-3 bolts and it will come off, exposing the thermostat.
But first, you need to drain the radiator. Find the thumb screw under the radiator, its like a big plastic wing nut, undo that and that and take the cap off and fluid will drain, but make sure you catch it and dispose of it properly
once you got it drained, you can remove the hose to the thermostat housing and then take the thermostat housing off. the thermostat itself should just pull straight out. replace the thermostat, clean the gasket off the housing, apply the new gasket, and CAREFULY bolt the housing back onto the block. Finger tighten the bolts first, then torque them down gently and evenly, but use care not to tighten them too much, as you run the risk of cracking the housing, which is never fun.
Checkout Autozone.com's Repair Zone site. Its basically an online version of a Haynes manual, it will walk you through the whole process.