Just did all of my cars:
1. Buy parts, have on hand. (saves Dohs!) Do not buy crappy filters or crappy oil (lots of opinions abound on this topic alone).
2. Have oil up to normal operating temperature (gets contaminates in suspension), I ususally do this by driving to the parts store to get my oil change supplies.
3. Park and Block truck. (safety) I do not jack mine up, the ground clearance is adequate to change oil without).
4. Locate oil drain plug, place catch pan under plug. Remove (size varies with engine, but 13, 15, & 16 mm a common Ford sizes) and stand back while the hot oil flows. Plug is stuck on the bottom/side of a black sheet metal pan on the bottom of the engine.
5. Locate oil filter, place catch pan under everything (depending on engine, some oil will go everywhere) Remove and stand back. Once removed, tip it to drain the rest into your pan. My explorer's filters have all been towards the front of the engine, typically on the driver's side.
6. Wipe off oil plan drain plug area and reinstall oil pan drain plug (or substitute plug system - I use Fram's, but there are better ones), and hand tighten - do not overdo it. Wipe off again to assist in checking for leaks later.
7. Wipe off oil filter boss on engine, and inspect both the boss and the removed filter to ensure that the gasket that is in the top of the filter is NOT left on the engine.
8. Compare your new filter to the old - the threads/gasket, etc. should be the same. Now take a dab of fresh engine oil and smear it on the new filter gasket. Spin the new gasket on - should go on very easily. Once the gasket contacts, it will slow down, tighten it no more that about 1/4-1/2 turn or you'll never get it off later.
9. Wipe up all loose oil. Now get up and pour the recommended amount of oil into the valve cover fill connection. Check the oil level (to ensure you put it in there) it should be above the Max mark (your oil filter is empty). Replace the oil filler cap.
10. Carefully start your engine while watchnig the oil pressure gage/idiot light. It should start out in the red and then return to normal once the filter and oil galleries are filled with oil. If oil pressure does not come up within 5-10 seconds, shut it down and figure out what you missed.
11. Assuming the oil pressure came up, let it idle for several minutes while you (carefully) look for leaks at the oil filter/drain plug. Do not crawl under a running engine.
12. Now shut it off, and while it is on a level surface, wait a few minutes and then check the oil level. It should be at or about the MAX mark on the dipstick. Now you're done except recyling the used oil/filter.
Did I forget anything guys?