Short answer: not hard.
Long answer: Usually not hard, but this depends. On older (pre-1995) models, a standard ATX powersupply will not work, because ATX was not released to the public until mid '95. In some proprietary computers, the PSUs are different shaped (and wired differently) than regular ones, so you need to be sure you have the right type. Normally, however, you take out a few screws, pull the plug, and pop the new one right in, repeating the above steps in reverse.