You press out the hub assembly from the knuckle after removing that lock clip iirc, which will destroy the original bearing...leaving an inner race on the hub, and the outer race still stuck in the knuckle...then use a puller and a washer to match the spline section of the hub, which will pull off the inner race of the original wheel bearing from the studded hub......you then use a larger washer to press out the outer race from the knuckle...use the press to push in the new bearing (into the knuckle) with pressure on the outer race...then press the original hub back into the knuckle...done...the videos for this have it finished in 20 minutes, once the knuckle is removed from the car of course...
One of the big problems with this job starts with getting the axle nut off the axle, one guy had a 6 foot extender bar on the breaker bar and had to stand on it then jump on it.
Then #2 getting the splined axle end out of the "Wheel Hub Component", they're supposed to just slide out but you'd better not expect it to. (you can thread the nut on backwards until it's flush with the axle end so you can pound the snot out of it while protecting the axle threads a bit better)
Then #3 pressing the "Wheel Hub Component" out of the knuckle (which may or may not include various parts of the old bearing,.. usually both races stay stuck on they're respective mating surfaces,.. in the knuckle and on the wheel hub component.
Then #4 removing the outer race from the knuckle which may require a 20 ton press (that's where you need to take off the big c-clip first.)
Then #5 removing the inner race from the wheel hub component which requires using a grinder (unless you were lucky enough to have it stay with the bearing when it was pressed out) being careful not to grind into the hub component itself. There is nothing for a puller to grab on to. You grind slots on both sides of the old race then use a chisel to break the two pieces off the hub component (I know a guy that lost an eye doing this exact thing,.. But remember it's only funny when someone looses an eye,... then it's a sport).
Then #6 put the new bearing in the freezer while torching the knuckle. If you're lucky enough it just falls right in. (I had a problem with the bearing"sweating" from being cold,.. so it kinda steamed and stuff when I dropped it into the knuckle (it was hot and humid out). Some guys worry about the moisture getting in the bearing but I didn't care about that,.. it's got to deal with all kinds of crap during its service life,.. might as well christen it.
Then #7 press the hub component into the inner race of the bearing. You can freeze the hub component but be careful not to heat up the knuckle too much because of the grease and seals inside the bearing. I'm gonna put it in the oven at what ever the maximum operating temperature is while in service while the hub component is in the freezer.
(back yard mechanics are chefs too). It is possible to install the hub component in the bearing as far as you can get it in then put the axle in and use the big nut to pull the bearing onto the hub component (it pushes on the proper race) as long as the axle threads are far enough through the bearing and hub to get the threads started.
#8 throw the rest back together
Here's the replacement hub component at Rock Auto,.. it could save some head ache, I'm going for the cheap one, I don't see the value in the expensive one.
VALUE PRO Part # SPK552
Front CAD$23.92
DORMAN Part # 930552 {#C10033060} 5 Lug
Front CAD$115.43
Here's the bearing,.. I don't know which one I'm going for,.. probably the cheap one,.. it's "hearted" and I might wreck one during this process, so I may get a spare instead of having to wait for another delivery to arrive.
2002 MAZDA PROTEGE5 2.0L L4 : Brake/Wheel Hub :
Wheel Bearing:
TIMKEN Part # 510003
Wheel Race Front
CAD$18.97
BECK/ARNLEY Part # 0514065
Wheel Race Front
CAD$24.71
SKF Part # GRW237
Wheel Race Sealed; Front
CAD$25.81
NATIONAL Part # 510003 Wheel Race
Front
CAD$29.90
I don't know how to cut and paste the PDF pictures but here is the service manual page: DRIVELINE: 03-11-3
If you study the picture long enough you can see how it all comes together,... there is four layers: axle,.. wheel hub component,... inner race,..outer race,..then the knuckle.
If your bearing is going bad and you're sure that is the problem (wiggle the wheel around looking for free play)it is a really good idea to get on it quick. The heat and vibration of a bad bearing tends to seize things up making this job even more difficult.