Hi Tom,
You might want to have a look at Bearing puller warning and help which details my particular problem i had when changing the bearings.
Other tips would be to use the old bearings that you removed and place them on top of the new bearings when fitting them.
And as Harper pointed out remember to place a block of wood under the opposite axle when you are putting the new bearing on.
When I changed my bearings I followed the guide on http://www.unicycle.uk.com/FAQ.asp?iCategory=57&FAQParentID=33#39