Dave, I changed one of these recently on a friends boiler. You'll need to drain the boiler down either at the drain cock or as I did by twisting the relief valve knob and letting the water out that way. I only remember one grub screw at the front. The relief valve push fits into the boiler manifold and is sealed by a self contained rubber "O" ring The grub screw is there to hold the valve in place by locking it into a circular groove, otherwise it could blow out under the water pressure. Removing the grub screw will allow you to pull the valve out (although you might have to wiggle it about). Refitting is a doddle just a push fit in followed by refitting of the grub screw. Refill and presurise the system as per your user manual.
Alan, February 2008