It's easy to tell when your blades need replacing. Simply press the washer button and see if your blades wipe clean. If they streak, they're toast. The auto parts store will have lots of economy blades, but go with a name brand instead (ANCO, Trico or Bosch). They cost more than economy blades, but their higher-quality rubber wipes better, has better UV protection and lasts longer.
Follow the installation instructions on the package. Be sure you have a firm grip on the wiper arm once you remove the old blade. If it gets away from you, it can hit the windshield with enough force to crack it.