No, if the machine is less than 5 years old. Normally you remove the heatsink (clipped on, usually), raise the little lever on the CPU socket, and lift out the processor. You'll need to check the motherboard specs to ensure the CPU you're fitting it compatible (you can't replace a Pentium 3 with a Pentium 4, for example). A new heatsink is always worthwhile too.
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Try fixfault.com to fix desktop pcs.