Yep, the other guys did a very good job of describing what needs to be removed to accomplish this project. Don't worry though, it's really not very difficult. Just lay the parts out as they come off, and everything should bolt back together without any problems. Here's another re-cap of everything that you will be removing:
1: Outer cap for the four-wheel drive lock-out hubs...should be 5 or 6 small allen-screws holding it on.
2: Snap ring on the end of the axle shaft (need snap-ring pliers or equivalent).
3: Four-wheel drive lock-out hub housing...held on by 5 or 6 9/16" bolts.
4: Outer spindle nut (as previously stated, you'll need a spindle nut socket for this).
5: Washer...might have an ear bent over onto the inner spindle nut that will need to be straightened before removal.
6: Inner spindle nut.
7: Brake caliper assembly...don't remove the hose, just take the whole assembly off and tie it up out of the way.
8: Hub/Rotor assembly...should be one piece, but be careful, an outer wheel bearing will come off with this, don't let it drop and hit the ground, be prepared to catch it.
9: Dust shield for the rotor.
10: Caliper mounting plate.
11: Spindle...this might take some work and lots of penetrating oil.
12: Slide the axle assembly out, and remove the u-joints and c-clips as Elusive explained.
Assembly is in reverse order. While they are out, inspect and re-pack the wheel bearings with fresh grease along with putting some new grease in the hub/rotor assembly. And finally, lightly coat the inside mechanism of the lock-out hubs (I assume you have lock-outs, right??) with some fresh grease as well to maintain easy operation. There you have it, an excellent project to tackle. Once you do it once or twice, you'll be an old pro! Good luck!