A plea for help from the mechanically clueless.

Noticed today that one of the spokes on my rear wheel had come loose from the hub. It looks like the little nub on the end that keeps it it the hub holes has broken off. Only a little bit of wooble in the wheel so far, but I imagine that will change.

So, how difficult is it to put a new spoke in myself? I know I'll have to go to the LBS (which is an hour away from me) to pick up parts. If I have them do it though, this time of year I have to make an appointment weeks in advance. So I was hoping to try and put a new spoke in myself, and hopefully not totally mess up the wheel.

Thanks.