It's very thereputic. When one breaks, you change them all.
The thickest string: mine would be a .135 guage B - you leave that one while you're changing the strings - if you take off all the strings at once, it messes with the action of the instrument.
Take some time to wipe over the instrument with a damp cloth, taking care to lightly scrub off all the fingerpoo from the fret board.
Then you are ready to begin placing your new strings. Unfurl the thinnest from its packet... Mmm... Yeah, that's right...