Most magazines have a hole in the center of the base-plate (my Ruger LCP is this way, and all of my other non-1911 guns). Press down into this hole with a punch or a thin rod - this will relieve tension on the base-plate which will then slide off (either to the front or the back, depending on the pistol).
Slide the plate about half way and put a few fingers over the gap created so that you can prevent the magazine spring from flinging out.
Then, compress the magazine spring into the mag and slide the new base-plate back on. Sometimes you have to wiggle it around until it snaps into place.
Like I said, works this way on my Ruger LCP (similar pinky-rest setup) and my buddy who owns an SR9 is 99% sure the SR9 mags are the same way.
XD Svc. .40 S&W, Trijicon Night Sights, Powder River Match Trigger, Don's Stainless Guide Rod 22# spring, XDm slide stop
XDm 9mm, Springer Match Trigger, X-treme Grip, Don's Stainless Guide Rod 16# spring
And more from Beretta, Benelli, CZ, Kimber, Rock River, Ruger, and Savage.