Question: How do you know when the zincs are bad on the propeller shaft. Is there a trick to replacing them or is it something I should have a diver do?
Just visually inspect them. They should gradually eat away and might be rough but don't need to be replaced until they corrode away enough that it looks like it could fall apart. I used to just leave the old one on when I put a new one on but heard a good "thump" one time that I think was the old one letting loose. No damage but made me rethink the "leave it on 'till it departs on its own" theory. Uneven wear can also contribute to a little vibration.
Replacing zincs is no big deal as long as the water is warm enough. A nut embedded in the zinc and a bolt clamp it to the shaft. Undo and redo with an allen wrench. Most zincs even have little plastic washers, just so that the bolts don't slip out while you're attaching them.
Tie off the allen wrench to your wrist, loosen and remove the old zinc. Have an assistant hand you the two halves of the new zinc, clamp it on the shaft and tighten. You can also use a little wet/dry sandpaper on the shaft to make sure it has good contact.