The main relay is mounted in the engine compartment fuse panel, just in front of the battery. It's the highest rated relay in the car, so by using the diagram printed on the lid of the fuse panel, you should be able to locate it fairly easily.

And yes, to avoid the possbility of electrical shock, disconnect the negative terminal of the battery whenever you're working on the car's electrical system.

As far as removing the relay... think of it like a four-pronged fuse. Pull the dead one out, plug the new one in.