The biggest problem you may have is getting Windows onto the new hard drive.
When you take the old one out (with Windows on it) and put the new one in it will be empty so it will not of course boot into Windows.
So you either need to get Windows on it using a recovery CD (did Sony supply one?) or you are going to have to do a fresh install of Windows.
And if you do a fresh install of Windows you are going to have to install all the drivers for graphics, sound etc or some of the components on the laptop may not work.
Also make sure you backup any important files from the OLD hard disk before you take it out.