The link Scott posted is great for changing the outer portion of the axle. I would read it first to get an idea of how the hub/spindle/axle assembly goes together. Then, if you are wanting to replace the entire axle all the way up to the differential, you can get an idea of what needs doen in THIS write-up. You won't be installing the drop diff brackets (so no cutting up the crossmember or anything); but the overall process is the same as far as disassembly. The aftermarket shafts aren't really celebrated for their durability when compared to the OEM pieces.

What were you doing when the axle broke? They should see no stress whatsoever when you are in 2wd.