It is not too hard to replace a PSU actually. Take a look at this pic:
Basically, it is a box with a LOT of wires coming out of it. If you are unsure, what you can do is clearly LABEL things when you take your current PSU out. Put stickers on everything that needs a power connection.
There are many different TYPES of connectors coming out of the PSU, but luckily they only fit in the ones they are supposed to fit.
Everything in your computer (pretty much) needs power. Every cd drive, floppy drive, hard drive and most importantly, your motherboard. Your PCI devices get their power (most of the time) directly from the motherboard. Some newer graphics cards also require a connection to the psu.
The main thing you want to be sure is that the PSU fits your computers "form factor" and how many pins your motherboard uses for the power connection.
Most motherboards are ATX, and most older motherboards use a 20pin connector. Your current PSU should tell you what form factor it is on a sticker somewhere.
If you have any questions, we're here! :bounce: