If you've never done it, you'd be wise to purchase the $10 Chilton or Haynes manual, they outline this procedure fairly well.
Generally speaking it's something like this:
Remove wheel, remove auto or manual hub, remove lock ring tang, use special 4wd socket avail at any auto store to remove lock ring (or rings if there's no tang), pull outer hub/rotor assembly off.
Very generally speaking, there lots of little stuff here.