I'd like to find out how to change the knozzle on my Beckett Burner.

If you are good with tools and have a working knowledge of how a oil furnace works it should not be to big of a problem but if not call a qualified oil service company for the repair.

Turn off power. Open the burner and remove the oil line and electrode assembly. Replace nozzle regap electrodes to spec then reassemble. There is more to it than that but you will see what needs to be done as you progress on the job.