Locate the access panel behind your shower; this is typically located in a closet on the opposite side of the wall. If there is no access panel, you will need to cut into the wall to access the plumbing. (This, however, tends to be the exception.)
Once you have located the plumbing, turn off the water supply (both hot and cold) via the supply valves.
Locate the the point where the faucet connects to the plumbing (two pipes leading into the shower-side wall). With your adjustable wrench, gently loosen and unscrew the nuts connecting the faucet to the pipes.
On the shower side of the wall, pull the faucet away from the wall. As you have removed the nuts on the opposite side, the faucet will pull out of the wall with no resistance.
Insert your replacement faucet into the existing holes. (If you wish to modify the configuration of your faucet [i.e., from a single spigot to a double, or vice versa], it will require modification more extensive than what is covered in this tutorial.)
From the access panel side of the wall, wrap the pipes connecting to the new faucet with Teflon (plumber's tape); using your wrench, tighten the nuts securing the connection.
Return to the shower side, turn on the water and allow it to run for several minutes. Observe the pipes during this time to ensure that there is no leakage. If leaks are present, adjust the tightness of the nuts or the the amount of Teflon tape used, as appropriate.