Well the best advice I can give you is this....you simply gotta be more tough with it.
That was my problem when I first started I didn't want to touch anything, but really...they build these things pretty tough...Unless you're dropping it on concrete or something then you really don't have to worry. Components are sometimes made to make a SNAP! noise while sliding into places which can be scary.
The AGP's now-a-days always come with a little lock.
Just push the lock down and yank out the card...really nothing more to it.
Like they said though just ground yourself. Grab onto something metal to make sure you're grounded and go about removing the card.
Sometimes it can take more force than you'd think to put it in the slot but that's assuring good contact.
Basically you just gotta get over your fear of breaking something.
Don't be ridiculously stupid while handling it and make sure to always ground yourself and you should never have a problem.
Unlock the lock, yank out the card, stuff in the new one