Hi Barry. There's an illustration of how to change SIM on the manual that you can download on Sony Ericsson Z310a page here in Cellphones.ca. 

Basically what you should do is the following:

1. Remove the battery cover
2. Remove the battery
3. You should see the SIM card after you removed the battery, pull it out and replace with a new SIM.
4. Insert the battery
5. Slide the battery cover back into place.

how to change sim card in a Z310a cell phone