Are you going to replace the Spindle and then possibly (hub, rotor and wheel bearings)? Depending on condition, you might just hit it all. I believe I got mine (hub and Rotor together) from O'Reilly's. Not bad price.
New bearings and seal also good idea.
On the two nuts, the first one in order, has a small nub on it. A lot of guys mix these up and end up torquing off the nub. The nub nut goes first and is loosely torqued, then the locking ring, and then the second "locking nut" goes on with a much larger torque setting (like 150 lbs). The hub assembly should be secured and rotating nicely.
Then your locking hub assembly goes on. If you get new Warn hubs, I'm sure any new parts needed would be included. They are pretty straight forward from there.
Here is a write-up I did...pretty much replacing everything as my rotors were NASTY!
I went in further and replaced all 4 ball joints and axle shaft u-joints. A big job but successful!
http://coloradok5.com/forums/showthread.php?t=282020
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- Jeff
89' K5 Blazer, 2.5" lift, 35" tires
04' GMC Yukon XL, 3/4 ton, 8.1L