From the 1st April 2002, all owners replacing windows will need to make an application, and the new windows themselves will have to fully meet the requirements of the Building Regulations. So even if you are replacing only one window with one brought from a local DIY centre you still need to make an application and follow the guidance in the following leaflet.
Building Regulations - Replacement Windows Guidance
prices up to 31st December 2010:
PDF version (187KB) 
prices from 1st January 2011:
PDF version (188KB) Alternatively you can use a registered competent installer who will register the works with the local authority and ensure that the building regulations are met.
See the Competent Persons leaflet (128KB) for further information.
There are several schemes such as FENSA, BSI or CERTASS that are signed up to this government lead initiative.
A Building Notice application may be required for replacing windows.