Get a belt tension gauge or remember how much the one you have flexes.
Measure the flex between the power steering pump and the idler pully by the alternator.

Locate the power steering pump.
There are four bolts you will have to loosen
  One is directly above the power steering pump (the pump hinges on it)
  One is just under the pully and slides along a groove
  Two are behind the water pump just under the fuel lines
    -and are a bitch to get to-

After you loosen these, there is an other bolt below the power steering pump to the right.. it's a long bolt that runs through an adjuster that is clamped by that retaining bolt you loosened above.. see?

Turn the bolt to the left to relieve tension.
If you find the bolt coming out, loosen the retaining bolt a little or maybe the ones behind the pump

Now slip the belt off, and follow the little diagram on the radiator to put the new one on.

Tighten the adjuster bolt (the long one) until you get the belt tensioned then torque the four other nuts to 30 ft lbs. 
hehe.. you'll notice the nuts on the back are damn near impossible   to get a wrench on unless it's a crescent.. :)..
just tighten well  but don't honk down on them too much..
30 ft lbs is about 60 lbs of pressure on a small crescent. (6" long * 60 lbs = 30 ft lbs)

Now, run the engine for a bit (drive to work) that will let the belt warm up and it will stretch about 3/4 in.
You will notice a squeal when turning the wheel to full lock if the belt is too loose.
Just follow the above and tighten the belt a bit.

NOTE:  If you make the belt too tight you won't hear squeaks..  but you will wind up replacing bearings in your water pump, alternator, ac compressor, power steering, and idlers... :(

Hope this helps.

OBTW:  I do suggest getting a Jeep service manual.. they do come in handy and you'll save the cost by the first job you do yourself.