1. Unplug kiln.
2. Remove or hinge open the control box.
3. Remove the Thermocouple Lead Wire from the Thermocouple.
4. Unscrew the Thermocouple from the kiln.
5. Remove Thermocouple.
6. Install a new Thermocouple and screw in place.
7. Replace Thermocouple Lead Wire and tighten. Be sure to get red matched to the MINUS (Negative) sign and the Yellow matched to the PLUS (Positive) sign.

See this video: