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 the Thermocouple Lead Wire and tighten it. Be sure to match the red to the minus sign and the yellow to the plus sign.

See this video: