Yep, Matt's pretty much right. It's really very simple: unbolt the old one and pull it off the hangers and install the new one in the reverse order - hang it and then bolt it up. Sometimes a little multipurpose spray lube or grease helps with the rubber hangers if they're stubborn. Make sure you use a fresh downpipe to cat back gasket too because you don't want any leaks.
I found it convenient to back the rear of the car on to a set of ramps to give me a little more room to move under it, but a jack and jack stands would work too - you can lift it from the rear differential. Or if you're filthy stinking rich or have some kind of hook up, a professional lift would work too. I've also heard of people installing a cat back with the car on the ground if it hasn't been lowered. Just get creative and you'll figure out what will work for you. Post some pics if you can when it's installed and give us a review of the brand/model you decide to go with.
07 WRX (Albins 5MT + Blouch 20G)
Jorge Carrillo Tuned (365 whp/340 wtq)