Here's the 3 step procedure for replacing shocks, specific to your case:

1. See if you can return the KYBs, if so return, if not sell on Ebay
2. Buy Bilstein shocks, not much more than you paid.
3. Install the Bilsteins

Seriously I would not worry about how to do until you get the right shocks in hand. It's really pretty easy - there's plenty of threads on the subject, and you have a private message.