You remove the caliper bracket to remove the rotor. Common size sockets. The axle nut is 36mm but not needed for brake/rotor change

 

^X2. You don't need to take that off unless you are pulling the hub/cv/etc.

Just pull the two bolts off and remove the caliper. The rotor doesn't have anything but the caliper holding it on. The rotor is also held flat against the hub after the wheel is put in place and the lugs are tightened down.

That being said, you may have already removed the caliper and are having problems getting the rotor off. That may be why you were asking about the nut, thinking that it had to be removed. Sometimes rotors can rust and bind on the back side and on the centering opening making them very difficult to remove. In fact, I had to use a full size sledge hammer to get my last set of rotors off of the WJ. Even the mini sledge wouldnt break them free.

 

thanks for the help! you guys just saved me a trip to sears, they are the only store here in town that has the 36mm socket for that nut and it is only sold in a set!