If you have a 486, you can't just yank it out and pop in a Pentium. It won't fit. Likewise, not all Pentium chips fit in the same socket. It depends on your motherboard. You can upgrade your 486 to Pentium-class performance with an overdrive processor.
Installation is simple.
Pull the old CPU, install the new one. Most true nerds will sniff indignantly at the idea of an overdrive processor. Well, for one thing, I have a limited amount of space here. Not near enough to take you from technophobe to qualified nerd. For another, most users don't have the same needs as the dedicated digerati.