It's not that hard to do but there is always the potential to mess up. In the evnt of an error, you'd need to send it off to the doll hospital and buy a new head. Even the staff at the store and doll hospital who are experienced and do ear-piercing all the time make mistakes - and it's fairly common from what I'm told. If they make a mistake in store though, they are able to switch the head right there in the back with nobody the wiser. If you make a mistake, you've just trashed a new doll and incurred doll hospital/shipping fees plus your DD won't have the doll during the time it takes in transit/for repairs.
All things considered, compared to $46 plus postage to send her to WI for a new head if your drill slips, or you goof in some other way, the $14 (which includes posts & dangles for six different earring styles) seems like a terrific deal to me - especially if you can make a day of it and take your DD downtown to share in the piercing excitement while saving shipping costs both ways too.