you unplug it, then you unscrew it out from your exhaust. its at a annoying spot if you dont like to get dirty, but its very easy to do.

 

Yea its easy enough.

If a wrench isn't working for ya, or you just don't have one big enough (22mm) then Autozone has a tool loaner program that gives out the socket for it (with a slot in it to pass the wires through so you can get it on it).