Answer:
Take the lighter from it's case.
Take out the flint spring screw, and remove the spring and flint
Take out the bottom plate
Remove all the wadding
Push the new wick up or down through the hole, (which ever's easier)
Reassemble in reverse order, remembering to push a bit of wadding to the top of the lighter before adding the rest, to trap the wick in the middle of the wadding.