Hello cburke, No you don't drop the leg. On the opposite side of the axle is a bolt in the centre of the hub. Undo this and it will release the hub cap and tire. You will see what I mean when you have the hub cap off.
Next slide the wheel straight off. NB The bearing are meant to come off as well,as the rim. Often the rim will be difficult, espesially if it has been on for several years. In that case get a large punch (flat face) and tap your way around the hub. Try to avoid damageing the rim or you will have a big file job. Some times the rim will be really stuck and some damage is unavoidable.
Before refitting the wheel clean the axle and put a thin smear of grease on to assist sliding the rim back on the axle and prevent or reduce trouble next time you need to remove the wheel.
LASTLY bolt the hub cap back and REMEMBER the spring washer or the bolt WILL work loose and fall out, along with the hub cap and wheel
