Depends what cpu you had/have and the mobo!!!
If you have a slot a Athlon all you do is set the mobo to autodetect and swap the CPU's over, this can be done either in the bios or by jumper on the mobo itself..
If you have an older P2, depending on what mobo you have, you might have to set multiplier jumpers on the mobo or set the multiplier in the bios - even though they are multiplier locked.
If you have a Super socket 7(K6) processor, you'll have to change the mutilplier on the mobo and maybe the voltage aswell.
If you need specifics then give some more information.