The first step in changing your media is to open your filter. Top mounted multi-port valves will have to have the plumbing disconnected in order to be removed. If the plumbing does not have unions, they will have to be cut. Be sure to leave enough pipe to coupling back together, or better yet install unions. For side mount valves use the filter wrench that came with your unit to remove the top. Next, take the drain plug off the bottom of your filter to let all the water run out.
The next step in the process is to remove the sand. Although there are several ways to do this, I've found the easiest is to use a shop vac. Try to keep the hose as straight as possible as not to clog the hose. The other way is to remove the sand with a cup. DO NOT use a shovel! Once all the sand has been removed you will need to clean the tank & laterals. Use your garden hose to spray out the inside of the tank, paying close attention to the laterals.
The final step is to put your new media into the filter. First, screw the drain plug back into position. Next,you will need to make something that will keep the sand out of the pipe in the center of the filter. I like to use a coupling and piece of PVC. You could also use a cap the same size as the pipe. Once in place you can begin to put the bags of sand into the filter. Refer to your filter manufacturer's website for exactly how much sand you will need for your unit.
After the tank is re-filled, its time to put everything back together. Use a bead of lube on all o-rings that were exposed in order to create a good seal. You should always backwash before turning your system back to filter. Doing this will help clean out any rogue sand that got into the lines. It is normal to see sand in your pool for a short period of time after changing the sand.