Here is a short guide
If you want to change the strings on your violin, there are a few things to bear in mind:

• Do not turn down all the pegs at once so that the bridge does not slip or perhaps the soundpost falls over, but only turn down one peg at a time, change the string and pull it up again, then the next one.
  First turn down the G-string, unthread it, thread the new string and wind it once over the end. This prevents the string from slipping out. Then turn the string outwards towards the pegbox wall, the string should still be a little way from the pegbox wall and not rest against it.
  Tune the new G-string.
  Repeat the same with the E string, then the D string and finally the A string. If you keep to this sequence, you will get the best results everywhere.
  In between and at the end, check the position of the bridge. Has the bridge leaned forward a little due to the strings being pulled up? If so, you can carefully hold it between your thumbs and push it back into position.