Yep that's basically it (what Natebert said). The only addition with the warn premiums is that you bolt the main housing on with the 6 above mentioned bolts. Then you have to bolt the center section in with 6 small allen head stainless or chrome bolts that come with the hub kit. Get some blue threadlock for those 6 little ones. The big ones maybe get new bolts and lockwashers. Mine are socket head there, not sure if they all are as I haven't paid attention, but I did replace a few of em that were kinda rusty looking and the lack of clearance there suggests that only a socket head bolt would work anyway.
I haven't personally had a problem, but Eric Bewley and a few other people here have had the 6 big bolts come loose on their rigs and lost a hub (leading to an unwanted 120 dollar purchase to of a new set to replace the one that's missing if you can't find it.) Make sure you torque them properly and if they seem a little loose going in definitely look at replacing em.
If you have the means (such as the handy dandy safety wire drilling jig) look at something like that as a solution, otherwise at least use blue threadlock on em. Alternately I guess you could use studs with holes for cotter pins or something else that provides a physical locking mechanism. The clearances might be a bit tight there for that to work though so I'd say test fit one before you buy a whole bunch because they won't be cheap.
It's not like you're going to throw a wheel if you lose the hub but it could make your planned weekend 4x4ing come to an early end when you get there and can't lock the hub.
Hope that helps ya out.