I am not sure about how to change shells. I use bash myself and haven't found need to change.
To set an environment variable try the following:
If you want this to be a permanent variable add it to your ~/.bashrc file or equivalent.
This may be different in other shells, but this works for bash. I am not sure about guides for this in particular, but you may want to check out http://www.linuxnewbie.net/
or go googling.
Hope this helps,