Normaly with other bikes I freeze them before I put them in, but on my KDX I never had any problems. In the past I have just used red grease to lube them up, then just drive them in with a deep-well socket and a dead-blow hammer. Be sure to remove the circlip before attempting to remove the old bearings, I have a friend that introduced himself into the new hub market after failing to see the circlip. Also, grease your axel and swing arm bearings after every few long rides/races, I've found that this makes bearing replacement (and overall suspension preformance) much smoother.
Rob, If you have experienced a rear wheel wobble, you may have already damaged your hub. Look for any noticeable grooves worn into the axel or hub. If there are none, freeze the bearings, grease them, then drive them in EVENLY using a socket (buy an extra circlip or four, I usualy need a new one every time I change wheel bearings).
-Nick