I'm sure I came across a guide to do this on the site before but I can't find it now.
One thing I forgot to mention is you will need to prop the car up while you have the wheel off (bit obvious but...) so you will need, at least a set of axle stands. Not trying to be patronising I really would not think about, or recommend going under a car if you only have an emergency scissor jack (think thats what they are called), these things fail quite regularly.
This is obviously an added expense if you go down this route, but again as I do a lot of repairs on the car myself I saw it as a worthwhile investment, and they are only about £20 or there abouts.
If you are still undecided about whether or not to do it, I'd say jack the car up (on stands) and take the wheel off. Have a look at the hub nut, inner allen nuts and upper wishbone and decide from there if you feel comfortable with having a go yourself