Remove the door panel and you will see the window regulator. There should be two or three bolts holding the door panel on, pop the window switch out and use a long flathead screwdriver to pop the panel out of the calmps securing it to the door
The best explanation I have seen is found here: http://www.fullsizechevy.com/forums/general-discussion/tech-articles2/351094-99-02-nbs-power-window-regulator-motor-replacement.html
It has pics that...
With the door open, apply a piece of duct tape to the outer surface of the window, run it up and over the top of the door and apply it to the inside surface of the window. This will hold the window...