Turn your chair upside down. Rest the upside-down top of the chair on a folded towel or blanket to protect it from dirt and damage.
Wedge a flathead screwdriver between the chair glide and the bottom of the chair leg. Pry the glide up just far enough to grasp it with a pair of pliers. Pull the glide straight out to avoid enlarging the hole; don't wiggle it back and forth.
Insert the nail-end tip of the new chair glide in the preexisting hole, or position the ferrule tip against the bottom of the leg. Cover the flat, round head of the glide with a folded washcloth or potholder. Tap the glide into the chair leg with a hammer. Repeat with the other three legs.
Turn the chair over with the legs pointing up. Lay the top of the chair on a folded towel or blanket.
Grasp the head of the old chair glide with a pair of pliers. Turn the head counterclockwise until you can hold it with your fingers. Unscrew the old glide until it falls free of the chair leg.
Insert the new screw-in chair glide into the threaded metal hole on the bottom of the chair leg. Turn the chair glide clockwise, with your fingers, until the head rests against the bottom of the chair leg. Repeat with the other chair legs.