What am I doing wrong/ wheel bearing

[ArmyX5]

I need some help determining what I did wrong. I decided to replace front wheel bearings, hub, circlip, inner and outer CV boots. I bought the tools necessary for this job according to some of the information I got from this forum. The disassemble was done without any problem. When I try to install the wheel bearing on the carrier, using the http://www.harborfreight.com/fwd-front-wheel-bearing-adapters-66829.html?hftref=cj tool, I had a little play in it. I decide to remove the new bearing and hub again and install my second new bearing. I made sure that I was pressing the hub and the bearing correctly, but the second bearing still had some play in it when I put everything together. I was only able to do one side of the X because I had to use my second set on one side. Everything is back together now, but I can feel and hear a grinding sound from the bearing. I am about to order two more wheel bearings and redo the job. Has anybody that replaced wheel bearing had this problem? What am I going wrong? ..