[axekick]

Taking the wheel off is normal. The locking hubs don't come off with the wheel. As for the brake pads, I can't give you step by step instructions, but I remember when I did mine, I tried to take the caliper off before I realized that it wasn't nececarry. there is a metal clip than holds the pads in. If you look at it you'll see what I mean. You have to take that clip out and slide the old pads out.
A Haynes/Chiltons book is your friend. But it's not too complicated to figure out.