You didn't say whether they are FLak Jackets or Half Jackets.
I have the Half Jackets with the XLJ lenses. So, I just pulled them out of the case and removed and inserted the lenses. It takes just seconds. You need to flex the frame open slightly and remove from the nose piece side first.
Before you go and buy a second set of lenses try out the ones you get with the glasses. If you haven't purchased higher end glasses recently you'll notice that the lenses are much clearer even on cloudy days. I'm not saying lighter color lenses still won't be better but you just may not need them. Also, you may want to consider a a lense like the amber or shallow blue polarized lense that allows 30 or 20% light transmission respectively. I'm assuming you're not fishing on lakes, oceans or salt water flats where things are extremely bright. Most streams are in mixed conditions so you probably don't need real dark lenses. You can compare lenses here http://oakley.com/innovation/optical_superiority/lens_tints
Cabelas carries the half jacket and some others. Of course you can try them all at the Oakley store at the Philadelphia Outlets. Just be prepared to be hounded as soon as you walk in the store.