If this is your first time - take some time and see it done.
Check out Stu for the u-joint replacement.
U-Joint Replacement - 1
But before you can change the u-joint, you have to get the axle out.
Do some searches here (other forums too) and on YouTube.
You'll be amazed at the in-depth play by play info that's available.
If it's older and from a rust prone area - it can make it more difficult.