I had this problem when I put a new mahogany shifter in my car.....If its been on a while, its just on tight, you may have to give it a REAL good pull, I know I had to....
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1998 Guards Red Black/Black 5 sp.
Work done '06 :Replaced bad hose and clamps from reservoir tank
oil change and filter
replaced seals on both cam covers
brakes bled and refilled
Replaced bent rear right lower control arm
Front air dams and 3 underbody panels replaced
Halogen headlamps replaced
You may want to take a screwdriver shaft and kind of use it to jar the plastic base of the old one out of its stuck position by running the long side of it from the base of the shifter shaft upward with a little force.
I hope this makes sense. What I'm not suggesting is to pry the thing off with the tip (which won't work), but to use the upward motion of the side of the screwdriver to loosen the shifter knob from its friction fit at the top, under the knob itself.