Its not difficult to do, but would be extremely satisfying if you did it yourself
There are how-to guides and videos all voer the internet - a search on youtube turned up lots of videos.
If you really dont feel confident go to your local TRUSTED garage (doesnt have to be VW or even a specialist- its not a hard job to do)
Take this guide:
http://www.deutscheautoparts.com/newsarticle.aspx?NID=18and they should have it done in 15mins EASY. As for howmuch - your best getting a quote from your garage as rates vary. Not going to be much for a quick 15min job.
R-Tech swapped mine for free whilst doing pre-map checks