When you are sure that the mains are off and the fuse is removed, undo the two screws holding the current light switch. Pull it gently away from the mounting box and you should see two terminals. If there are three terminals, this is a two-way switch and cannot be changed by the following method.
Unscrew the terminals and remove the conductors from the switch. Put the conductors in the new dimmer switch, matching the position they were in the old switch. Tighten the terminals and check to see if there is an earth terminal (on brass or chrome dimmer switches). If there is, attach it to the earth on the mounting box with a short length of wire.
Finally check all connections and then carefully replace the switch over the mounting box and secure it with the two screws. You can now replace the fuse and restore the power to the switch at the mains.
If you are at all unsure, please check with a qualified electrician. You don't want to get a shock the first time you use the new dimmer.