This is a fairly easy thing to accomplish. You just need to download some software to get it done. First D/L USB drivers for your PC if you haven't already done that. Next you need to D/L Odin, I use 3.09 and then find out which firmware your phone uses and D/L. For instance I have a Verizon phone and my build is 1545vrufnc5, yours of course will be different.
Once you have all of the software/firmware, start your phone by holding the down volume button, home button and power button all at the same time. This will put your phone in download mode, once that happens just press the up volume button to proceed. Once that is done plug in your usb cord that is attached to your pc to your phone. Start Odin on your pc and make sure it is connected, you should see a blue box upper left that will show it is connected to a com port. Find your firmware you D/L'ed, left click on the AP box in Odin and then hit the start button in Odin once the firmware has loaded.
You can find some excellent you tube videos showing this procedure if you are just the least bit hesitant about trying this. This process will take about 10 minutes or less and will show its progress on the bottom of your phone. Since your phone has a locked bootloader it is almost impossible to brick your phone doing this.