Well, the process itself is relatively simple, but the steps vary by mobo 'socke' type, and intel or AMD processor.
Your starting point is knowing what socket your mobo has so you know what CPU you can use:
Intel has had several in the last few years: 1366, 1156, 1155, and the new 1150. None of the CPUs interchange amongst the sockets.
1366, 1156 are the oldest, with limited upgradability at best
1155 is only about 20 months or less old, still excellent boards and thus CPU's available, but has been discontinued.
1150 is the new kid on the block, supporting the new "Haswell" CPU''s.
AMD is currently using the AM3+ socket. I am not sure what you can plug into an AM3+ socket, but I know I used an AM2 cpu in my
AM3 board, so I believe some of the AM3 CPU's will work in the AM3+ board: As long as the memory type is supported. AM3+ only
supports DDR 3.
So, your turn.
What motherboard and/or socket, and what CPU do you want to put in?