Jeffery, thank you very much for the help you have given me.  I was able to get the old wheel off and I have ordered new wheels for the locomotive.  With you help, I was able to find them online.  Thank you again.

Thank you very much for the information.  It worked great.  I have another question.  Does anyone know where I can order the replacement wheel for the Bachman F7-A Diesel Locomotive.  The regular 36" wheels dont work because the one I need has a gear on it.  I have checked the Bachman website and they don't show the kind of wheel I need.  I checked other websites and have not had any luck. 

I really don't have much information about this engine.  It is the Green Bay Packer Train set from Bradford Exchange.  I have looked at the Bachmann website and I think it really resembles the F7-A Diesel Locomotive.  The third set of wheels from the front is the one I need to replace.  It has 4 sets of wheels.  They are in 2 separate goups of 2 sets each.  I hope that makes sense to you.  It looks like the plate across the wheel axles must come off to expose the wheels in order to remove them.  I cannot figure out how to get that plate off.  It says "Bachmann China" on the bottom.  Everything I have founds says that all I need to do is spread the ouside pieces to get the wheels out.  That makes sense on all the other cars, but it will not work on the locomotive or the second car.  They are the ones with the battery pack in them.  They are both very heavy.  Thank you for any help you may be able to give me. 

I have an Bachmann HO Model Train Set.  I need to replace a wheel on the engine.  The engine has a closed bottom with no way to get at the wheel without taking something off.  The other cars have the wheel exposed for easy replacment.  I am not sure what I need to remove to get at the wheel on the engine.  Any help would be greatly appreciated.  Thank you.