You copy the person (yourself) that you want in front of the alternate background and then drop that person into the other image. Here's my old stock answer that will help.
Photochop
You could spend a day taking a class learning to do this one task. I'll assume that you have some of the basics and want to refine your technique.
First, your selection of yourself in the first picture must be a good one. Try the magnetic lasso with these settings:
Feather: 1 px, anti-alias
Width: 1 px
Edge Contrast: 1%
Frequency: 50
This will give you a pretty clean selection with just a LITTLE bit of fuzziness to cover up your slips. The magnetic lasso will "pin" the selection line down at several points by itself, but you can click on the mouse at any point where you want to be SURE that it adds an anchor point to your selection path.
When you drop your selection into the new picture, it will appear in its own layer automatically. Choose the "Move" tool. Move the selection until it is where you want it. You can drag one of the corners of the move box to resize the head until it matches the scale of the other image. Keep it there as you erase any parts that should look like they are going behind someone who is in your original image. Making this kind of overlap makes it look more realistic.
It also help if you cut the opacity of the new part to about 50% or less as you work with the clone tool in the original image in any places where the original head shows under the new one.
Put the opacity back to 100% and hit [CTRL]+[SHIFT]+[E] to merge the layers. You may have to use a bit more cloning or healing brush to blend the new head to the old body.
Mostly - practice, practice, practice!
Here's a so-so job of doing just what you are talking about. The couple and their dog were taken at a different time and location from the original group, so there are a lot of lighting and contrast issues, but it is what it is. http://www.flickr.com/photos/samfeinstein/911957385/
Here's one where I took a whole guy out of the picture. http://www.flickr.com/photos/samfeinstein/1522154698/