Hold your guitar across your lap, as if you are going to play it. Make sure the fretboard is aimed away from your face (Strings may pop while loosening them from high tension, and those things are sharp.)
Step2
Begin turning the tuning keys, starting with string #6 (the thickest one) Loosening it slowly. Doing it too fast can result in the string breaking.
Step3
As you get the string loose, to where you can move it around, begin unwrapping it and, pull it through the hole that your strings run through. (In a stratocaster, that would be the back of the body of the guitar) When you pull the string through, make sure it dont flop around or you may wind up with a scratch on your beautiful paintjob.
Step4
Put the new string in the same way the old one came out. Do not be too forceful or you could reduce your strings lifespan. When you get the end, through the tuning pegs, tighten them very carefully. This is the part that gets scary.
Step5
Continue this step with every string. Do not go to the next one until you have finished the first, and you wont have the problem of strings coming out of tune right when you get finished tuning them.
Tips & Warnings
Elixirs and GHS Boomers are 5 star strings in my book.