Well... the whole head-switching trick came about from a fellow forum member, forgot who fright now. What happened is that this guy found out that the head on both S1 regular Miss Piggy and the EB exclusive were screwed in place rather than connected by some peg/joint system. So what you do is you lift carefully the head of both S1 regular Miss Piggy and the EB exclusive, one after the other, and you rotate the heads slowly in one direction first and then the other till you feel the head start to loosen. Me thinks you need to lift and twist the heads counterclockwise, but it's been a long time since I did it with help from my brother. After you've easily removed both heads, just match them up with the new bodies: long-haired head with purple dress and short upturned hair with blue dress. Then just put the head back into the socket, and twist it clockwise while pushing down firmly but gently to make sure it locks back in place.
If you want, you can start up another thread asking for help from other forum members more knowledgeable than me on the subject. Also, you could start a thread here or over at PT where I suspect you're a double member like most of us, in the Buy/Sell/Trade sections asking if there are people out there willing to sell you a loose First Mate Piggy figure if that's the one you want most of all.
Hope this helps and have a good weekend.