No Video that i know of but this is how we do it.
1. First Unload your filament
2. Heat the extruder to a temp 5-10 degrees less than the filament melt temp
3. Use a spanner or socket to unscrew nozzle anti clockwise.
4. You may need a flat head screw driver to prevent the aluminium heating block from turning or unscrewing, we simply put backward pressure on the block whilst unscrewing the nozzle
5. Screw new nozzle on
6. Load filament and extrude checking for any possible leaks from not tightening.
7. Once done if using Simplify3D in the profile you can change the nozzle diameter from .35 to .5
That should be it.
The procedure Dion explained is correct you will just have to keep in mind that you will need to recheck the level of the bed once you replace the nozzles.