Head swaps (actually, any conversion) isn't that difficult provided you have the tools. For head swaps you really need:
A saw (jewelers or fine razor saw),
Files for smoothing, and
A pin vice.
Optional tools to make it easier:
A dentist's pick (for making the pilot hole for the Drill)
Strong wire cutters with a flat point (I use my Xuron Track cutter for this, since it has a flat edge to get non-beveled cuts on one side)
The you need the right supplies, in this case either brass rod or a batch of paper clips for the pins. I prefer the paper clips.
Start by using the saw to remove the original figure's head as clean as possible. Keep a small ziploc bag or other container nearby to save the bits. Use the file to smooth the neck join on the body. At this point, I would use my dental pick to place the pilot hole because the pin vice alone without a pilot hole slips from center. Not fun. Use the pin vice and drill the pinning hole into the neck. Since I use paper clips, I unfold one bend of it and superglue it into the hole and let it set. I usually don't cut this just yet.
Now get the new head off of the sprue. The wire cutters are best for this. My Xuron tool is absolutely the best for this procedure, but Xurons are expensive. File the surface smooth. Now drill the hole for the pin.
Trim the pin back, but leave a little excess. Test fit the head. If the pin is too long, trim it back a little and test fit again. Repeat this as necessary. When you have a solid, well fitting connection, find the position you like the best and glue it into place. The head position can really change the attitude of the figure, so experiment a little. When you find the position you want, take the head off and apply glue to the pin and push the head back into place.
Done!