The wiper blade assembly may be replaced by simply compressing the locking tab and pulling the mounting prong out of the arm. On a few models, you may have to unscrew a Phillips screw.
If you need to replace the entire blade assembly, simply bend the retaining clip down and pull the assembly away from the arm. Make sure to pull the arm away from the windshield until it passes the detent before releasing it. Otherwise, it may spring against the windshield and scratch it. Replace the blade assembly.
If you have to replace an arm assembly, make sure to start out with the wipers in the park position. Turn the ignition key on, and then turn on the wiper switch. Turn the wiper switch off and allow the wipers to run through a full cycle and then park. Finally, turn the ignition switch back off. Now, note the position of the wipers relative to the bottom of the windshield. Remove the retaining nut and carefully work the inner end of the wiper arm off the splines on the wiper linkage. Install the arm in reverse order, first putting the arm in the position it was in when parked, and then pushing the inner arm over the splines. Turn it slightly, if necessary, to line up the splines and slide the inner arm over the linkage. Install the retaining nut.
The actual rubber blade or insert can be replaced without replacing other components. The insert's reinforcing strips can be pulled from the blade (holder) with moderate effort. Examine the ends of the rubber and identify the end with the lock tab; two small teeth in the arm fit into a slot in the rubber. Pull this end away from the holder; the tabs should pop loose and the insert will slide free. Remove the two metal reinforcing rods. DO NOT throw these away; new inserts do not come with reinforcements.
Install the reinforcements into the channel on each side of the new blade. Once assembled, slide the insert into the holder, making sure the insert goes through each clip. When all the way in the holder, a sharp tug on the new insert will seat the clips into the slot. Make sure they engage correctly; this tab-and-slot is the only thing keeping the insert from flying off into traffic.