I had mine replaced last year. You definately need to go to a dentist that is quailfied to remove them. Vapour removal so you don't breath mercury vapours, a rubber dam so yo don't swallow chunks, and a few other requirements.
When I had it done, I went to a holistic dentist who sent me to a homeopath to test for which materials i was compatible with. She used a machine called "Electroaccupuncture according to VOL"
http://www.youtube.com/watch?v=Jltzy072hxY
I was somewhat skeptical the machine did anytihng. But the funny thing was she said it looks like I have adrenal issues with the machine. I don't know if it worked.....but it might be worth a try. You don't want to put something else in your mouth you are alergic to.
Here is a good video that shows how vapour comes off mercury fillings
http://www.youtube.com/watch?v=9ylnQ-T7oiA