What you need is.....
1. Backup all your important files ( just in case) to an external drive.
[such as files and folders from 'My Documents', Desktop, 'Downloads' and any other files/folders]
2. a copy of all your programs [ The setup or installation CD/Files]
3. a copy of the Operating System [OS]...i.e. Windows XP/Vista/ 7 and more importantly all the drivers required.
Some laptops come with a recovery disk with all the drivers, make sure you have these before you begin.
Now the hardware.....
Most of the laptop will have a small flap/ a part of the bottom that can be removed by removing the screws. Next to the opening you'll most probably find 'HDD' or a picture of a drive that looks like a cylinder.
Once you open that up, you'll find you drive. Slide it out of the connector and replace it with the new drive. Close the hdd tray and screw it back in.
You'll then have to turn on the laptop and insert the recovery CD/DVD or the OS CD/DVD.
You'll have to boot from the DVD drive so you'll have to get to your bios boot menu.
This is done by pressing Esc/ F12 or some other key on the keyboard. The exact key to be pressed depends on the bios you have, so just watch the bottom of the screen when it boots and you find it mentioned and press it as soon as you can.
If you missed it, try to reboot your laptop and retry.
Once you've selected to boot from your DVD drive, it should be easy to follow from there.
Hope this helps.