Yes. Been there done that.
1. Get a NEW wheel. If you try a used wheel, you have the concern of a jagged/sharp/embedded surface splitting your batter head.
2. Go to the hardware store and find a steel dowel that's the same size as the one you're using with your current bass drum pedal. Have them cut it to length and thread the top part of it for you. Also, buy 2 nuts and 2 washers that will fit the threaded dowel and into the space where the bearings would go.
3. Tighten the nuts on the skate wheel. If you *really* need an explanation, the order is: nut, washer, wheel, washer, nut. Tighten them together to cinch the wheel in place. You do NOT want it loose, and you DEFINITELY don't want any bearings on the wheel, allowing it to spin. It makes extra noise.
4. Most important...make sure the wheel is contacting your batter head FLAT. You don't want the top or bottom edge of the wheel digging into your batter head, 'cause it will. Also, with such a hard, heavy, and focused sound, you really don't need to play that hard. If you're a heavy stomper, you'll want to use a different beater, or be prepared to replace your bass drum batter head frequently. Oh, and the extra weight of the skate wheel will make your spring more sluggish. You'll want to tighten up your spring tension on your bass drum pedal.
...in the end, I decided that the skate wheel wasn't the best idea for me and my uses. Let us know how it works for you, if you choose to do it. Good luck!