1) Lift and support the front end of your car, or drive up on ramps
2) Get under the front of your car. The PCV Valve is located behind the exhaust manifold, a few inches below the valve cover. Here's a photo, thanks to Penguini66 from the focaljet.com forums
3) Push up on the PCV valve to pop it out of the tube, or pull. You can get it out of the rubber tube with some effort.
4) Remove the rubber elbow from the top of the PCV valve. This can be re-used if it's not squishy. It can also be replaced cheaply.
5) Put the elbow on the new PCV Valve
6) Re-attach the elbow to the PCV tube
7) Push the new PCV valve back down into the large rubber tube
Thanks to Penguini66, G1-Focus, and Technarch from the Focaljet.com forums for discussing various tips on swapping out the PCV Valve.