Use lots of blaster on the nut. Haynes manual documents the prodecure well, but a few tips:
Be prepared to use at least a 1/2" drive breaker bar w/ cheater on the axle nut. I broke 2 of them and ended up going to a 3/4" drive bar w/ 3/4" drive 36mm socket (impact wrench would be nice). Keep car on ground & have someone apply brake when removing.
If removing passenger axle-no problem. If driver's side, the axle can be difficult to remove. Tap a couple of small flat head screwdrivers into the junction where the axle meets the trans case. Tap them in at an angle (not straight into the transaxle case where they can damage the trans seal) and they will force the axle to pop out. See the cv joint post from oct. 12, 05 for tips on getting the axle out of the joint once it's removed from the transaxle. Searches on this board as well as volvospeed's bay 13 will give more tips.