Best with the roof down, two hands and give it the mother of all yanks. Mind you don't punch yourself in the face.
Edit: If that doesn't work a previous owner may have glued it on ....... hacksaw.
The missing information is that you have to destroy the gear knob by cutting it to bits. No particular technique or approach, just start cutting till its no longer attached.Where abouts did you cut ?
As Gary says, its a demolition job. First i cut the outer skin which left the plastic that fastens to the stick then i used a hack saw and cut a slit down one side of the plastic then it just peeled off. Good news is when i came to strip the car the Msport (fake) knob came off OK top down quick snatch and it came off. What made it easier was the seats had been removed so i good kneel in the car and get good purchaseWhere abouts did you cut ?