Do a search here, I am not SURE but pretty confident someone has posted something helpfull before now.
A glowplug is almost a hit and miss thing out of the box. Like Jet, I have had a few dead out of the package, and the one I got from Tower Hobbies has been on two diffrent engines for more than three months now. A good way to test em is to get out your Glow Plug Ignitor, take the plug out of the engine and apply the charger while looking at the plug. You should see a bright orange glow, all of the coils should be fully glowing- If not you are going to have issues with it soon if not allready.
When it comes to installing/removing the plug- It is as simple as getting the appropriate size wrench- there are several diffrent types of wrenches available from a variety of manufacturers specially for this application. Lock it onto the plug and turn counter-clockwise. Make sure that when you take it out you keep track of the brass ring that seals the compresion from escaping the threads. DO NOT apply any kind of thread lock or other liquids to the plug. Putting it on is the same, 'cept turn it clockwise.
Also, in hindsight- it is a good idea to put some after run oil after prologed runs.. Take the plug out and make sre the piston is at "BDC" - Bottom Dead Center. Look in the whole where the plug goes and turn the flywheel until you see the piston go ALL the way to the bottom. Mark the flywheel with a marker if you need to. Then put two or three drops of any kind of After Run Oil you choose. This will significantly lengthen your engine life- Just remeber to do it everytime you put it up after running it.
Have fun.