Pilot Bearing

The pilot bearing is the little bearing located in the tail end of the crankshaft. The tip of the tranny input shaft sits in it. Yes, you'll have to pull the tranny (again, if you forgot this when changing the clutch) to get the bearing out. The official tool for removing the bearing is a small internal puller (ie. the type that grips inside the bearing).
Since I don't have one of those, I use an old mechanics trick: pack the space behind the bearing with "chewing gum" (although you need relatively a lot of it, so most sensible people use bodykit or similar kit that stays soft and mallable), pack it down with a reasonably well fitting dowel (I found a 1/4" extension bar to be about the right size), fill it up some more, repeat until you've driven out the bearing. I've seen the same trick described in vclassics magazine using a better fitting dowel and wetted toilet paper, or even with grease although I've never had much luck with grease as you'll need an extremely well fitting dowel. An old input shaft from a tranny you parted out would probably work if the grease seals are still intact on the bearing. Of course an old input shaft is very useful as a clutch alignment tool anyway. You could also use one of those self anchoring bolts for which I don't know the english name, they're called "keilbout" in dutch. Basically a big bolt with an expanding metal sleeve around it.
Carefully drive in the new bearing by its outer race, preferably using something softer that the bearing (ie a copper pipe or wooden block the right size or whatever) although I'll admit I usually use either the old bearing or a socket.

These are standard bearings, if you quote 6202 to your local bearing emporium they'll know what you want. Shouldn't be much over $10, probably less. This bearing was used from the B18 to the last B230.

Preaching to the choir: I don't know why they're so often overlooked. As previously stated my local parts place initially forgot to order one when I order a complete kit (even though I said I wanted it) and didn't have it in stock. I've heard quite a few people say about such squeal that it's "typical of old volvo's, most do that". Those particular people should know better. To me such squeals are an indication that something's amiss and needs to be rectified on anything but a junker. And lets face it, why do a 5 hour plus $125 in parts job unsatisfyingly for want of an $8 bearing?