I just did this on my 1995 Honda accord ex, so here it goes. I'm using basic terms because I don't know what everything is called. DO THIS WHEN YOUR CAR IS COLD, NOT HOT!!!
First, locate the thermostat housing. It is on the passenger side of the engine near the bottom, underneath the air intake tube. There should be a large hose running into it from the radiator and an electrical clip on top. The easiest way to access this is to remove the air intake tube by loosening the clamp where it attaches to the throttle body on the back of the engine and pulling out the tube. You will have to take off a couple of hoses that attach to it as well.
Once that is off, you should be able to access the thermostat housing. Remove one bolt that is tightened around some hoses to access the bottom of the housing. Then remove the bolt at the bottom of the housing and the one at the top. Once you do this, you should be able to remove the thermostat housing. NOTE: SOME COOLANT/ANTIFREEZE WILL SPILL OUT WHEN YOU TAKE THE HOUSING OFF. COOLANT IS TOXIC AND SHOULD BE CLEANED UP THOROUGHLY!!!
Once you remove the housing, you should be able to take the thermostat out. Note how it is in there! There is a rounded area that you should line up with the rounded area on the new thermostat gasket. Put the gasket on the thermostat and install the new thermostat. Put the housing back on and tighten the bolts. Reinstall the air intake and be sure to reattach all of the hoses (I only took off 2).
Now you have to bleed the coolant system. Remove the radiator cap. Find the bleeder bolt on the right side of the thermostat housing (should have a hole in the top) and loosen it. As you add coolant slowly to the radiator, you should be able to hear gurgles as the bleeder bolt lets out the air in the system. Once the gurgles stop, tighten the bleeder bolt and fill the radiator as needed. Start your car with the radiator cap off. Let it warm up and you'll see bubbles coming out of the radiator. Once your car is warm and the bubbles stop, turn your car off and let it cool. Squeeze the upper radiator hose until you don't see anymore bubbles coming out of the radiator and replace the cap.