You can exchange money at banks. It's a fairly simple and straightforward process, although you will be asked to show your passport (or a photocopy) to do so.
You may be approached by money changers at border areas. They typically offer better rates than banks. It's usually safe to exchange your money with them, but it's advisable to only exchange what you need for the next day or two. It's never a good idea to pull out a stack of money in public.
Another option is to pull money directly from an ATM. You'll be charged a small fee from your bank, but you won't have to go through the hassle of changing money.
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