General :: Use Sed To Edit A File?

I need to change one word in over a thousand pages of HTML. I think sed is the only way to do this, but I've never used sed before.

After reading the documentation, I see that it is pretty easy to alter files to standard output, in other words, the screen.

But I don't want to do just alter text to the screen, I want to alter the original file, else I am not doing any Stream EDiting as near as I can tell.

None of the documentation explains how to take a file, apply sed to alter that file. How do you do this?

Code:
[myuser@myhost dir]#sed s/changethis/tothis/ /mydir/myfile

How do I apply sed to actually make the changes to myfile?