Tim,
I'm unfamilliar with the router you have, but in my experience there are two main types of collet systems. The first, like the porter cable routers, have an integral nut and collet assembly. Undo the nut, the collet will come out, swap in the other size.
The other type I am familliar with is an older dewalt style, where the collet is not attached to the nut. Undo the nut, pull the smaller collet out, drop the newer collet in.
Sears should have at least an exploded view of your router on line, if not the entire owners manual should you need further advice.
Hope this helps,
__________________
Doug
1 John 1:9
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