Well, if your sand filter is anything like mine (Hayward), here's how it would go:

1) Shut circulating pump off. Wait a couple of minutes for pressure gauge to zero. If not positive that all pressure is relieved, bump filter valve to backwash.

2) Using appropriately-sized open-end wrench, unscrew old valve. Righty-tighty...lefty-loosey.

3) Grab new valve. Wrap threads with a couple of layers of teflon (white; not yellow - which is for gas) tape. Wrap in the right direction - when lookiing at the threaded end of the gauge, wraps go counterclockwise.

4) Install new gauge and tighten; you don't have to go real tight - you can always tighten a little more if it leaks. It's a lot harder to fix if you snap it 'cause you got on it too hard. DAMHIKT.

5) Put filter valve back onto filter if you threw it too backwash to relieve pressure.

6) Start circulating pump and check for leaks after the pressure builds-up.

That's it.

ETA: I'm slower than all of you!

HTH,

pj