How do you change out a Downstream o2 sensor on a 2003 Honda Accord LX 4 cylinder

The same way you change up the upstream one. You unplug the wiring, then you use a correct socket to remove the old one and screw the new one in using the same socket.

Do NOT use anything on the threads that doesn't come with the new one.

I changed one out for a friend, on a 1998 Accord EX, about 2 months ago. Place front end on jack stands. Remove four 10mm bolts securing heat shield. Use a 22mm open-end wrench, with a cheater bar, to remove the sensor. Only use a Denso downstream sensor--it will come with a tube of anti-seize compound (apply sparingly). Apply anti-seize to the four shield mounting bolts, too. Wear safety googles. Use a high-intensity LED flashlight to help you figure out how the connector comes apart--don't force it.