My doctor told me to switch to lexapro 10mg.  I have been taking paxil
25cr for about 4 years.  How do I do this and is  lexapro 10mg a comparable dose?

10 mg is the recommended starting dose for Lexapro.

I assume that when you ask "how do I do this?" you are wanting to know
whether there should be a taper-down procedure when switching from
Paxil to Lexapro. You should, of course, follow your doctor's
instructions. This might be helpful:

http://www.drugs.com/forum/topic.asp?TOPIC_ID=5081

It drives me nuts when advertisers claim that you can take a only 10mg
of drug X compared to 100mg of drug Y as if only taking 10mg is much
better than taking 100mg.  Frankly, it's comparing apples to oranges. 
Each drug has it's own effective dose and way in interacts on the
body.  For example, a regular asprin tablet is usually 325mg and a
regular tylenol tablet is 500mg.  Is asprin better than tylenol
because it is fewer millegrams.  No...asprin and tylenol work
differently and have different side effects.  People take one of the
other for a variety of different reasons.  Conversely, would you
prefer to take Valium because an average dose of that is 2-20mg.  Not
necessarily, because valium (even though it requires a smaller dose)
is much stronger and more addictive.

There are a lot of reasons why your doctor may want you to switch from
Paxil to Lexapro.  With antidepressants, they have different ways of
acting on the body and different side effects.  For some people, Paxil
may just not work at all, so their doctor may try a different one to
see if it works.  For some people it may work, but it may
significantly diminish their sex drive and that may be an unacceptable
side effect.  Doctors may switch someone to Lexapro and tell patients
to take it in the evening because it oftentimes has a side effect of
making people drowsey and help them to sleep better.  So bottom line,
when you consider changing medications, don't compare the doses of
different medications.  That's meaningless.  It is helpful to consider
how strong of a dose your doctor is wanting you to take for that
particular medication.  Like the other comment says, 10mg is the
typical starting dosage for Lexapro and then your doctor may slowly
increase the dosage until you find a dose that works for you.  Talk
with your doctor, find out why he wants to change your meds and what
the best procedure is to switch.  He may think its important to taper
down the Paxil, but that may also not be necessary.  As an aside 25mg
of Paxil is a relatively low dose (20mg is the recommended starting
dose).  And always remember that it takes 10-14 days for the
antidepressants to kick in so (under the guidance of your doctor),
make sure you give the medication a chance to work before evaluating
its effectiveness.