Nope you don't need to take them off. First off you need to get under both rear wheelarches and unbolt all the plastic nuts that hold the rear arches off. Once you have done that you will see two more securing screws exposed where the arches where, undo them. Then undo the 3 main securing screws along the top of the bumper.
There may also be a few screws securing the bumper at the bottom.
Yeah, the hardest part is getting the arches off without snapping any of the plastic nuts. I'd recommend removing each rear wheel in turn just to give you a bit more working space, and clean the inside of the arches so you can see it all better.
A replacement bumper is just the reversal of removing the standard one, providing it's a good quality bumper.
Not really, like I say it depends on the quality of the bumper. You may have to drill some mounting holes on it but it's nothing to complicated. Just put it into position once your old bumper is off and see how it fits.