A press shouldn't be needed on the fronts. I'd say the WRX is identical to the STI, as well.
http://www.iwsti.com/forums/how-install/176363-replace-broken-wheel-stud-2004-2007-sti-front.html
http://www.iwsti.com/forums/how-install/176363-replace-broken-wheel-stud-2004-2007-sti-front.html