i greases my axle, every bit of it that is inside the carrier... mainly to help with ease of removale if its gotta come out again...
i hear ya on gettin mad. i put a durablue axle in mine yesterday.. lots of swearing, smokin cigs, torch and pb blaster... my axle nuts cam off just fine, i couldnt get the right hub nut off!! got it though..... couldnt get my axle out of the carrier ether... lots of pb and lube, ended up bashing the end of the axle up pretty bad,
i gave up on trying to get it out nicely so i ended up using a 18'' pipe wrnech as a hammer...