Quick question - So is it just me, or is the Dumbledore from movie one and two replaced by a different actor from the third installation onward? If so, why??

Very unfortunatly, The first Dumbledore, Richard Harris, passed away after they had filmed Chamber of Secrets, so, Michael Gambon stepped in and took the role for the rest of the series.

No, it isn't just you, there are two different actors. The first one unfortunately died so they replaced him.

The origibal actor, Richard Harris, died soon after they finished filming COS. With the new director came a new Dumbledore, Michael Gambon. Gambon finished out the series as Dumbledore.
Another little tidbit: Chris Columbus used only turned wands for the characters. (Turned wands are the saame no matter the angle you're looking at) When POA came along, with its new director, thhe actors began using carved wands, which more closely resemble the real thing.

OK, so the 1st Dumbledore had died before the 3rd movie, so they had to get a 'new' one.

It's not just you. I noticed that two. I'm not sure why they replaced him. Maybe he didn't want to do another movie or he was too old?