Step One: What You Need
For this installation, you'll need 8-inch slip joint pliers, Teflon sealant tape, a cloth rag and, of course a new showerhead. Showerheads vary and you have to decide what you want depending on look, water flow and other features. You should be able to talk to someone at your local hardware store about the different options and which one will work best for you.
Step Two: Removing the Old Showerhead
Using the pliers, hold the shower pipe stem and twist counterclockwise to take off the old showerhead. Then, wrap the Teflon sealant tape two or three times around the threads at the end of the pipe stem.
Step Three: Installing the New Showerhead
Using a cloth in between the pliers and the new showerhead, screw the new showerhead on clockwise until tight. Make sure that you have screwed it on straight and that it is not cross threaded. Stand back, turn on the water and test for leaks. If there are leaks, first try screwing it another quarter turn. Try this again if it doesn’t work. If after the second quarter-turn there are still leaks, you have to take the showerhead off, apply a few extra layers of Teflon tape and then reattach it. Now you've earned that hot, steamy shower -- you installed it yourself.
For more fix-it advice, read my book “Room for Improvement.”