X3, bearing is probably seized on the spindle. And yes, the bearing stays in the hub when you pull the hub. The front bearing will, anyway. Like Shadetree said, the rear bearing may stay on the spindle when you pull the hub and you will have to pull it off after you get the hub off.
Most 4-wheeler problems are caused by a loose nut connecting the handlebars and the seat!!
You only need two tools in life -- WD-40 and duct tape. If it doesn't move and should, use the WD-40. If it shouldn't move and does, use the duct tape.