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Is it OK to mix through hole LEDs with surface mount resistors?

I was wondering if it's OK to use a surface mount resistor;
http://search.digikey.com/scripts/DkSearch/dksus.dll?Detail&name=P1.0KECT-ND
with a through hole LED;
http://search.digikey.com/scripts/DkSearch/dksus.dll?Detail&name=C503B-RBN-CX0Y0AA1-ND
I've never worked with surface mount components before and don't know if there's any special instructions with their use, ie: are they more susceptible to heat, that kind of stuff. I want to keep it as small as possible but would I be better off using through hole resistors like these;
http://search.digikey.com/scripts/DkSearch/dksus.dll?Detail&name=1.0KQBK-ND
Again, that you all for your help.

So long as you take care to allow for the power handling of the resistor, there's no real problem. Use a fine tip iron, or use solder paste and a hot air gun to set the components - once you start using SMT, you get really attached to the process ! Steve