Well the biggest pain will be installing that stock heatsink/fan.
One thing that might give you trouble is removing the thermal paste (or whatever its called) when you go to install the new HSF. You will need to get rid of all of the old paste before applying the new paste. Also, for the thermal paste you should try, I think it is called Arctic Silver 7.
edit: to get the paste off of my CPU I used isopropyl alcohol (I think it was called that at least). It evaporates very fast so it can be used on sensitive computer components. I also used coffee filters, I think because they don't have lint or something. I basically read a guide on the internet and am merely telling you what I remember. I would suggest googling it.