It's push fit, find the main stop cock/tap into the house close it - you may need to find the one outside the house and turn off your water supply from there if you can't find it, but look hard sometimes they are well hidden or, so seized up WD40 might help.
Run the kitchen tap, make sure your water supply is well and truly off. The kitchen tap should be fed direct from the mains pressure not the cold water tank in the loft, that's if you have one.
Pull the fitting off, they can be wiggled free - a dribble of water will come down, have a towel handy. Take it down to your local screw fix or plumbing store (City plumbing etc...) and ask for a replacement should cost you under a fiver.
Push the new one on, observe if there are any arrows pointing in the direction that the flow of the water must go, ask a friend to turn the mains on (use a mobile if they can't hear you), keep an eye on the joint to make sure it doesn't leak, open the isolation valve if not already and fill the kettle for a cuppa tea! :)
Turn off the mains cold water supply, and open all cold water taps. On the white isolation valve, where it meets the grey pipe - push the white collars back towards the valve the isolation and pull the grey pipe out and replace - with whatever valve you've chosen.