There's a discussion on Skatelog just now about learning hockey stops (something I've really struggled with myself). The common consensus is that you really should have harder wheels that allow some amount of slide when learning to hockey stop - someone has suggested that the Caymen wheels that came with the R3s will work really well for this! As you improve, you can move up to grippier wheels.
Here's the discussion here:
http://www.skatelogforum.com/forums/sho ... hp?t=36683(ps, disregard the video posted by the second contributer - that's a power slide, and something different).