If you don't do it right something can break - Your teeth.
The wheel is a tapered fit with a key. Spray some PB Blaster or your favorite de-rusting solvent. After it sits a while, back the nut off a little more until the shaft is recessed, sit in front of the helm, wedge your knees under the bottom of the rim, pull on the top of the rim and tap the nut with a hammer. It's gonna pop hard depending on the pressure you use with your knees and pulling on the top, leaving the nut on saves you from a trip to the ER or an oral surgeon.