You'll have to remove the cassette from the wheel. Have you done that before? It requires a lockring tool and a chainwhip. Once that is done, replacing the spoke is easy, though you'll probably need to remove the tire to put in a new nipple (unless your new spoke fits the old nipple). Then you need the correct spoke wrench to tighten the spoke, and you need to know the rudiments of truing to get the wheel nice and straight again.

You could try taking the wheel to the LBS with you to buy the spoke, and then asking nicely if they'll pull off the cassette (just takes about 2 minutes). Buy a spoke and nipple, spoke wrench, and lockring tool (those tools are $6-8 each). Do some reading about wheel truing and come back here if you need more help.