This matter comes up every couple weeks or so here, on Swedespeed and also on the 1800list.
(I've never seen it on the bricklist but it is kinda sparse these days.)
Anyway if you had been reading these forums (fora?) all along you would have got that msg.
You can buy or rent pullers that fasten to 3 lugbolts and they USUALLY work.
You can make one like this fairly easily if you have access to a machine shop.

It doesn't have a center screw because the lug bolts do the work.
If they don't pull far enough, put a spacer inside between the end of the axle and the puller and try again.