First off MXP1MP, you turn the collars down, putting additional pre-load on the spring and you will DECREASE you sag. To increase sag, loosen off the spring pre-load collars.
To verify if you need to go to the next softer spring, set your sag to 100mm, then measure free sag. That is the measurement with bike off stand under it's own weight only. It should be somewhere around 15-25mm. If it is greater than that, you should have a softer spring.
As for the job of changing the spring, just order a spring (if you need one) and install it yourself. It's like an hour job, at worst. No special tools needed. Just remove the shock and loosen off the collars completely. At the base of the spring (opposite the collars) you will find a cup that the bottom of the spring sits on. That cup slides up (towards the spring). Under it is a small metal ring that holds it from coming off. Remove the ring and slide the "cup" off, along with the spring. Reverse procedure to reinstalation of new spring.
Hope this helps some,