Get out your pedal wrench or if you don't have one, hit the toolbox and grab a 15 mm open end wrench that fits the hex end of the pedal axle.
Remove existing pedals... right pedal unscrews counter clockwise, left pedal unscrews clockwise. It's a bit cumbersome so have someone hold the bike or put it on a maintenance rack if you have one.
Install new in reverse... be careful to NOT apply too much torq (tighten too much), you don't want to bugger the threads. But tighten enough that you don't snap 'em on a good hill. Tighten until you can't turn wrench without going "eeeeoooooh"
Next, get in the car or go online and purchase Zinn and the Art of Road (or Mntn) Bike Maintenance. Great book, easy to understand. A must have for any cyclist.
Enjoy!