One thing you're going to need is a steering column repair tool. Should be available at most parts stores. Without it, you'll have a helluva time getting the retaining ring off.
Other then that its pretty simple, I've done it numerous times. You need to take the steering wheel off, then remove the plastic cover and expose the steel plate. With the steering column tool, you need to push the plate down then remove the retaining ring. Once thats off, use a phillips screwdrive to remove the turn signal switch, should be 3 screws total, 2 holding the switch in place, and one that holds down a piece of metal that connects to the turn signal lever. Oh, don't forget to remove the hazard switch on top of the column. Its held in by a phillips as well, and be careful cuz its spring loaded.
You should be able to see where the lock cylinder goes into the column by this time. Its typically held in by a torx head screw. Before you remove the screw, there should be a white plastic piece that you have to pull out, but be careful, there's a thin piece of metal attached to it. Thats your contact for the ding you hear when the key is in the ignition. Remember how its placed on the white piece of plastic.
Once you remove that, undo the screw holding the cylinder in place and simply pull it out. Replace it with the new ignition switch and put the screw back in holding it in place, then put that small peice of metal on the white plastic piece and slip it back into place. Put the turn signal switch back together and place the steel plate back on the column. It only goes on one way so if you need to force it, its not aligned properly. Place the ring over the shaft then attach the steering column repair tool back on and use it to push the plate down. Push the ring back into place holding it in then put the plastic plate cover back on.
It sounds more daunting then it really is. If you want to try it without the steering column tool, you'll be in for some frustration. If you have any more questions about it, feel free to email me.
cameron_p27@hotmail.com