John,
Taking the old one off isn't too difficult. I'm pretty sure you can find pictures and a description of how I managed to remove several, using the search function. The hard part is getting the new one back on. I think I know how, and have a good worm and good shaft, but hadn't got around to it. My best guess is that the worm needs to be heated (to about 350 degrees), then slid onto the shaft and allowed to cool slowly, followed by peening -unless you want to forge ahead with a swedge.
Mind you, it is held on pretty tightly, and you want it to end that way. If you think I can help in any way, PM me. And let us know what and how you did.
Jer