TimCDC, it is normally very simple. If the old sound card is integrated into the motherboard, then you will need to disable it in BIOS.
Remove the old sound card drivers in Device manager, and remove the old card itself. If you put the new card in the same slot as the old one came from, this will reduce the risk of resource conflicts. The new card documentation will probably give detailed instructions on driver installation. Some cards have sophisticated installation software that looks after the driver installation for you, in which case you just follow the instructions. If this isn't the case, Windows will detect the new hardware and ask for the drivers, in which case you may have to steer the installer to the correct .INF file on the cd. If you need to do this, it is a good idea to search the cd first in Windows Explorer to see if you can locate the .INF file for your version of Windows.