Lay down the chair on the floor so that the wheels are easily accessible. Remove the base that is holding the wheels. Some chairs may have this frame attached with screws, while others may use bolts or clips. Use the appropriate tool to remove the base. Place the screws, bolts or clips in a small bowl so that you do not lose them. Set the base aside.
Remove the cylinder from the bottom of the chair. Twist the cylinder until it comes free of the socket. You may want to use a pipe wrench to help loosen it.
Insert the new cylinder into the socket on the bottom of the chair. If your cylinder has a release button, press it at this time. Once the cylinder has fully extended, stand up the chair. Connect the base to the bottom of the cylinder.
Have a seat in the chair to test it out. Make sure that the chair responds correctly to height adjustments.