A new window can brighten up a room almost as much as a new paint job, not to mention save you hundreds of dollars per month in energy bills. So if you were on the fence about replacing your old window with a new one because you didn't know the first thing about window installation, jump off.The following instructions explain how to easily and effectively replace an old window with a new one.f you can, remove them without damaging them, as you'll reattach them once you've installed the new window. 1  If you happen to damage the inside stop pieces while removing them from the window, take a bit of wood filler and mold it onto the damaged part of the stop. 2  Once it's dried, sand it and the surrounding wood down.