There are many pitfalls when replacing windows. Amongst other things ensure suitable support is provided for the structure above the window, and that the seals between the two double glazed units are secure to minimise the risk of misting up and condensation forming.
Since 2002 all double glazing (door, window and conservatory) has had to be installed by a contractor who will provide you with a FENSA certificate or its equivalent, or that local Building Regulations approval has been given. It is important you employ a reputable contractor who will also give you a written, preferably insurance backed, guarantee.