I'm gonna jump on this with a word of caution:
If you've never changed one before, and it sounds like you haven't, be careful not to overtighten the two bolts back into the housing!! I stupidly overtightened mine to the point where I but the bolt through the housing and cracked it. It wasn't that hard to do.
Also, make sure the edges of the tstat are in their groove. If one of the edges is between the housing and the block, you'll crack the housing this way too.
Adam