It's simple...
1. Jack up car
2. PUT IT ON STANDS!
3. Remove wheel
4. Undo bolt at bottom of shock and remove (I find it easier to support the diff with a jack, makes it easier to line back up when you put new shock in.
5. Spring will probaly fall out as well.
6. Remove Nut off the top of the shock inside the boot, it may be easier to loosen this first but I just grab the mrs and get her to hold the shock to stop it turnin with the nut.
7. Remove the shock
8. Fit bushes (the rubber things that come with the shock) to the shock and loosely put nut back on at the top inside boot.
9. Jack diff until you can slide bolt back through the bottom of shock and arm, make sure the spring is back in and sitting correctly, tighten tightly!
10. Put wheel back on
11. Lower car to ground
12. Jump back in the boot and tighten the nut on top of the shock until the bush is squashed about even with the size of the washer (means it wont move much and also means the washer wont be able to cut into it)
Thats the way I do it, may not be the quickest or the best way but no problems so far. Just check after a couple of weeks that the nut on top of the shock is still tight, sometimes the bush can compress a we bit more and it will loosen slightly