Thanks to everyone who replied.  

Ok, just to make sure about the order of things.....I open the bleed 
screw (is this actually a screw or nut?) and let the fluid drain out.  
Then I detach the brake line from the cylinder (how is this done? and 
will fluid then be coming out of the the bleed screw and the brake 
line?). After reconnecting the brake line to the new cylinder, close the 
bleed screw and refill brake resevoir.

Does this sound right?  Any essential steps I'm missing or tips?

david