Asphalt Roofing Shingles Video
First, you need to remove the nails holding the old shingle. There are generally more then four nails in a shingle. There are the four that were used to mount that particular shingle, but the four nails from the shingle above it also go through that shingle.
Using one of the pry bars, lift up the tabs on the shingle above the one you are replacing. Once you see the nails in that shingle, remove them. Do this for all the nails in the bad shingle.
Slide the damaged shingle out after all the nails have been removed. Slide in the new shingle and replace all the nails that hold that shingle and the ones above it. And you are done.