Is it possible to have a DNA transplant, where DNA is replaced with totally new DNA?

partly. see genetic engineering

That's what happens in nuclear transplants. The only DNA left is in the mitochondria.

Woudn't that be hard since we have so much DNA to replace it all or only bits

not in particular, we've done cloning experiments where the entire nucleic content was replaced

The nucleus is surrounded by a membrane which holds everything together so that it can all be transfered at once.

For a single cell, this is the idea behind cloning.

 

However for a person, well perhaps somatic cells could be altered, but the new surface proteins expressed probably would invoke an autoimmune response, leading to rejection. As for total DNA transplant, no I don't think so, it would be impossible to get every cell and not damage something vital in the process, also theres the problem of the autoimmune response during the transition.

 

A DNA transplant for gametes though would be interesting, this would allow surrogate sperm donors for people whos sperm doesn't function properly due problems other than nuclear DNA..... I'm not sure if these are common, but I would bet its a likely cause of infertility. The same applies for eggs. Haploid genetic material would have to be used though, otherwise this is just cloning.