don't if this is a dumb question, but is the fuel pressure regulator (outside the tank) under pressure all the time or when engine is off can it be changed without a problem also does it need re-programmed to work?

Fuel system is only under pressure when the pump is on , I would not think it requires any programming but the system would need bleeding after

The regulator on the hp pump is just a solenoid no programming A small amount of diesel will leak out when its remove. The most difficult thing is getting the whole area clean so you don't get gunk in there when its removed/replaced.
After replacement turn the ignition on without starting listen until the lift pump stops approx. 20-30 seconds, turn off the ignition and repeat 3 times this will purge air from the system before you try to start.