Same thing happened to me two years ago. Like said before, they do have to be pressed out and back in. I have heard of people using a heavy hammer and a peice of wood to beat them out and then back in, but they are in there TIGHT! It would take a lot of banging and that can't be good for the bearing!
When I did it, I removed the whole steering knuckle and took it to a machine shop... they charged me $75 to press the new bearings in (both sides). If you're going to go through the trouble to do one side I suggest you do the other as well... when one goes, the other is soon to follow.
Also, if you are going to take this on and remove the steering knuckle... be very careful of the wheel sensor. It can be very difficult to remove and can break very easily. I cracked mine and now I don't have anti-lock brakes anymore. (if I remember correctly its about $120 per sensor to replace)
Good luck!