Turn off the main water valve in your home.
Turn your shower's handle so it is fully open, letting the remaining water in the pipes flow out.
Unscrew the unions on all four sides of the brass mixing valve keeping it in place. The unions are the brass fittings with large nuts in the middle of them. They will be roughly 6 inches form the brass shower valve. A plumber's wrench or channel locks will be needed to loosen them.
Remove the brass shower valve from the wall once you have unscrewed all the unions.
Unscrew the lengths of copper that are threaded directly into your brass shower valve.
Thread the lengths of copper, the ones removed from your old mixing valve, into your new one. A piece of Teflon tape should also be applied to the copper threads before they are installed.
Place the valve back into the wall, re-threading each of the four unions back together. A plumber's wrench or channel locks will be needed to loosen them.
Inspect for any leaks after you have turned on your home's main water valve.
Loosen the nut connecting your showerhead to the shower arm. Channel locks may be needed to loosen the nut.
Wrap a piece of Teflon tape around the threads of your shower arm.
Screw your new showerhead onto the shower arm.
Remove the Allen nut located bottom side of your tub spout. Your spout may not have a nut depending on the model.
Remove the spout from the wall by turning in counterclockwise.
Wrap Teflon tape around the threads of the now-exposed pipe that held on your tub spout.
Install your new spout by threading it onto the pipe you just wrapped with Teflon tape. If your spout uses an Allen nut to keep it in place, then install it once the spout is in place.
Apply a thin bead of caulk where the tub wall and the spout meet.