These other 2 guys dont fully understand your situation. Since you have an 05 wrx you have male axles. With male axles you do not need the stubs and pins. You need to take the stubs out of the 6spd, and then your axles will pop right in. The only way i really know how to do that is to slide a screwdriver through the pin hole of the stub and use a pry bar or two on the screwdriver. Then the axles seals (in the tranny) will not work. You have to get the smaller inside diameter axle seals for your male axles...thats really easy to change and not a big deal. Check out the link in my OP.
So no you do not need the sti axles, hubs and knuckles to make it work. the sti front axles will work too but theres not too much point to having them (just the shaft is stronger).
If you are confused about anything else let me know.