Park your car in a safe location and turn off the engine.
Lift the windshield wiper arm off the windshield. This can usually be done by pulling up on the wiper blade itself; if the blades are frozen to the windshield, you will need to gently use a scraper or de-icer to release them.
Detach the old windshield wiper blade. There is a small tab that you need to press in order to release the blade from the arm.
Slide the new windshield wiper blade into place. Make sure that it is properly seated in the arm before moving on to the next step.
Replace the windshield wiper arm. Repeat steps 2-4 for the other wiper arm/blade.
Spray some windshield washer fluid on the windshield and test the wipers. They should move smoothly and evenly across the windshield without skipping or chattering.