Regarding set up, do what Keith said, "fit the whole thing first". It is important to install the spindle bolt lock pin before checking the bearing. When the lock pin is installed, if there are too many shims under the bearing, the pin will pull down on the bolt, clamping the bearing. So, be sure everything moves easily with the pin installed and tight and weight on the spindle, yet the bearing should turn without the weight. Ordinarily one or two shims will do it, but if the axle is very worn and/or the bearing is very thin it will need more. Also, if your axle was powder coated, get that stuff off the bearing surface.