It's pretty easy if you buy the Hyundai blades (very expensive).  You push
a little button on the blade that releases it, and then you pull it loose
from the arm.  The new one just snaps into the arm.  

If you buy aftermarket, you may need to figure out which retainer needs to
go on the blade and then figure out how it's installed on the blade.  On
the positive side, there are usually instructions in the package if this
is the case.