Start by warming up the engine for 3 minutes to get the oil flowing through the engine. Don't let the car warm up too long, because then the oil heats up and it could burn you if you spill it. It will also be hard to touch the inside parts of the car without burning yourself. The first thing to do is look under your car to find the drain plug. Use a rolling board or just wriggle yourself under the front of the car. Use your manual to find the general location of where it is. If it's hard to get under the car (if you have a sedan or hatchback or other compact car) you can jack up the front of the car to get underneath and see where it is.
Next, put a container under the oil drain plug to drain out old oil. You could use an old pan for this, but the best thing to use is something deep enough that it'll contain all the oil and won't be difficult to carry (ie. difficult not to spill). Unscrew the oil drain plug and then protect your hands with a rag or towels, and then move it out of the way when the oil is draining. Don't let the drain plug get dirt of sand on it. Let the oil drain out of the engine into the container. Then remove the cap from the top of the engine and remove the filter with a wrench.
You will need to twist the filter counterclockwise to remove it. The filter will have oil in it so you should be careful not to spill. You can then empty the rest of the oil from the filter and drain it into the pan. After its empty, you can put it aside for recycling.
Now open a new bottle of oil and get the new filter. Make sure you are using the right kind specified by your manual or dealership. Use the oil to lubricate the gasket on top of the new oil filter. Screw the new filter to where the old filter was. Turn gently using your hands until the filter seats and then give it another 3/4 of a turn. Wipe the place where the oil drain plug goes into. Next, put the drain plug back on and tighten it.
Now pour in about 1 quart of oil into the oil filler hole inside the hood. Put the cap back on and then run the engine for 30-60 seconds to get it running. Check for leaks from the oil drain plug and around the filter. Wwait for 5-10 minutes for the oil to settle and check the level again. You might want to take the car around the block and then see if it's full after you change the oil. You're now done with oil changing in your car.