Turn off the power and water to that area of the house before attempting to replace the zone valve.
Loosen and remove the bolts holding the zone valve power head onto the piping. Older zone valve power heads have four screws, while newer models usually only have two screws.
Pull the old zone valve power head off and disconnect the wires from the old power head. Slide the new power head on, and reconnect the wiring. Tighten the screws to attach the power head.
Restore power and water and start the furnace back up. Check carefully for leaks, and tighten connections as necessary.