It's important to change your oil while the oil isn't too hot. If you were just driving the car, wait for it to cool down before attempting to change the oil. The first thing you need is something to drain the oil into, preferably one pan big enough to hold all of it. You can find these at nearly any auto parts store. You will also need a safe way to lift the car off the ground.
Draining the old Oil
Most vehicles have an oil drain plug on the oil pan (the bottom of the engine). After placing the drain pan under it, remove this bolt with the appropriate socket wrench, hand-loosening when it becomes easy enough to do so. Remember that the oil will come out as soon as the bolt is gone, and you will most likely get oil on you, which is why the engine needs to cool down first. If you are also changing the oil filter, now is the time to do so. Oil filters might come off by hand, but you often have to use an oil filter clamp to remove them (note: some new oil filters are made with a bolt head for convenience). After all the oil has drained out, clean what you feel is important to clean and (Important!) put the drain plug back on.
Adding New Oil
If you are installing a new oil filter during this oil change, you should put some of the new oil in the filter (just pour it into the hole slowly) before reattaching it. If you are not changing an oil filter, or you have completed the previous task, you can begin adding new oil. Your car's owner's manual should tell you how much oil and what kind you need, but if you don't have that, you can either look it up online or add the recommended type of oil gradually until it shows up on the appropriate place on the dipstick (usually a textured area). Most engines have a large cap on one of the valve covers labelled "Oil" or with the type of oil you need to add (example: 5w30). Use a funnel to add the oil without spilling it.
This is simplified advice which may not apply to certain cars. If you are not sure about something, consult a professional. Cars Simplified, Futures Passed Networks, and its affiliates are not responsible for information errors here or damage resulting from it or human error. Make sure you attach the oil plug! Failure to do so will cause all new oil to leak out, leading to major engine damage. Using the wrong oil may reduce performance or damage the engine. Do not attempt to start the engine without oil. Too much or too little oil can hurt performance or damage the engine.