A bad throw out bearing will squeal when you push the clutch pedal in. Assuming the T/O is adjusted properly, the T/O is not in contact with the fingers of the pressure plate UNTIL you depress the clutch pedal. When the pedal is not being depressed, the T/O is just sitting there, not spinning.
A pilot bearing, on the other hand, is turning all time that the engine is running. Here is where it gets a little tricky..... The bearing is actually 2 pieces. An outer case which is on contact with the crank and the inner, needle roller part, that the input shaft rides on. When the engine is running and the clutch pedal is out, the bearing halves are turning the same speed. When you depress the clutch pedal, the disc releases from the flywheel/pressure plate surfaces and the input shaft starts to slow down. This causes the inner needle roller bearing half to begin spinning at a different speed than the outer casing, which is still turning engine rpm.
A bad pilot will squeal/squeek when the engine is running and will quiet down as soon as you push the clutch pedal in, causing the inner half to slow down.
Changing one is not that bad if you're mechanically inclined and have a decent set of tools and a floor jack and jack stands (or ramps). You can get a Chilton's or Haynes manual from your local parts store to give you the procedure for removing the transmission and it'll make it easier. The one bit of advice I can give you is BEFORE you remove the driveshaft, take a grease pencil or similiar and put a mark on both the driveshaft itself and the pinion mating flange. That way, when you go to reinstall everything, you can be certain that you put the driveshaft back in at the same orientation as it came out. If you don't and it goes back in 180* from where it was originally, you have a vibration as you drive down the road.
Lastly, when you get down to the pilot bearing, a clutch alignment tool (plastic ones can be purchased at the local parts store for about $6) and a few slices of bread will make removing the pilot bearing simple, easy and clean. Simply break of pieces off the bread and using the alignment tool, pack it into the crank (pilot bearing). Keep packing in small pieces and the pilot bearing will be forced out of the crank in short order.

It sounds funny, but trust me, it works. Many old timers will tell you to do the same thing, only using grease. Bread does the same thing but it isn't as messy.
Richard
Tech Support
Tremec TKO, T45 & T56 Transmission Systems