If the machine is still in warranty get Sony to do it, I however suspect it is not in warranty.
If you have the manuals check there to find the specifications of the drive already present. You wont want to replace it with a slower drive or smaller capacity etc.
Most laptops with screens under 16inch use standard 2.5inch hard drives. These are mounted in a "caddy" which is unique to the laptop in question. Almost all laptops have their drive located in a dedicated place on the underside
This advent is such an example.
Some however also located the screw on the bottom with the drive pulling out the side like the DVD/CD tray.
Such as this dell, sony also have been known to do this too.
Overall the replacement works like this
1. Undo screw
2. remove cover
3. unscrew drive caddy screws (if present)
4. lift the drive up and away from the connector
5. remove any connection cables
6. repeat 1-5 in reverse order to replace with the new drive.