It is easier to solder surface mount into place than it is to solder leads onto surface mount pads. The leads will try to wander all over the place with the weight of the cap pulling them this way and that. It's very difficult to get a good lead-to-pad connection.

To replace a surface mount cap (or other component):

1) Remove all the old solder from the pads so that they are flat and level with the board.

2) Clean the board with isopropyl alcohol or similar to remove all the old solder flux and other detritus from the board.

3) Tin just one pad for each capacitor. Tinning means put a little solder on the pad so that there's just a tiny hump of solder on the pad.

4) Using tweezers, place a surface mount capacitor on the pads. Take a flat blade screwdriver (or similar) and gently press down on the center of the cap. Remove the tweezers, while continuing to press with the screwdriver.

5) While still pressing with the screwdriver, use a soldering pencil to melt the solder on the tinned pad. The cap should sink a little on that end as the solder on the tinned pad melts.

6) Make sure you evenly heat the pad, the cap terminal and the solder. When all three are thoroughly heated, remove the soldering pencil.

7) Wait a few seconds, then remove the screwdriver.

8) The hard part is done, the cap is firmly in place. Now use standard soldering technique to solder the unsoldered pad/terminal and touch up the tinned side if necessary.

Size D caps which replace the electrolytic SM caps really aren't that small. There are some good photos over on the Wiki.