Changing between views using MVVM with prism

I'm new to WPF, but from what I've read, a correct way to build applications is to switch up views on the same window. What I mean is something like a "frame" with a menu and a workspace where views are shown.

So far I've been following this, http://jesseliberty.com/2011/01/06/windows-phone-from-scratch%E2%80%93mvvm-light-toolkit-soup-to-nuts-3/ but that is for WP7 and I can't use the NavigationService on a WPF app.

I could say that the simplest thing I want is, the mainwindow.xaml has a view on it that displays a button, when I press that button I want a new view to be displayed on the same window (and the old view to disappear).

What is the correct way of implementing something like that?

EDIT: This started by using mvvm-light, but eventually evolved to prism. See my last answer to further details.