Hello. Here is the link that you need. Scroll to the bottom of the page and click on the instructions to download them. Happy holidays, Joe
PS please rate my answer. thank you.
http://www.radioflyer.com/products/horses/301.asp
Sounds rusted, spray a little WD-40 on the axle where it meets the wheel. A small amount of household oil should also do the trick. After oiling, you may have to turn it by hand until the oil lubricates all around.
You should be able to get it from RadioFlyer. According to the RadioFlyer website you would have to call to order the part. 1-800-621-7613, Monday - Friday 9:00am CST - 4:00pm CST. The link below is the parts page with the trike on it.http://www.radioflyer.com/trikes.html?p=2&ref=13