It is not very difficult to replace the sandpaper belt on a belt sander. While sliding the new belt, be mindful of the direction arrows printed on the belt – position the belt in a way so that the belt moves in forward direction. Here is a video tutorial that demonstrates how to change a sander belt.
how to change the belt on a chicago belt sander Related Question:
How do you loosen a belt sander?
If the belt is shifting toward the side of the sander that the knob is on, then loosen the knob by turning it about half a turn counterclockwise. If the belt is shifting away from the side of the sander that the knob is on, tighten the knob by turning it about half a turn clockwise.