The nut on the end of the shaft is likely to be tight. Get someone to stand on the brake pedal (With the calipers and disks still on of course!
). It's an odd size nut too, 32mm I think, I had to buy a new socket when I tried. Needed to stand on the bar too.
In the end, I couldn't get the shaft out of the hub, it had seized solid. I gave up and took her to my local garage to change the CV boot (She failed the MOT for it) as they would have all the correct hub pullers and tools. In the end, they couldn't get it off either, ended up taking the shaft out of the 'box. (easy! :homer
I think removing the shaft is easy enough, just disconnect the hub, remove the inner CV joint and pull it out. You will leak gearbox oil everywhere, so put a tray under the car and make sure you've got the correct oil to top it up.