I had a really hard time getting the door lock pins off my 2003; they unscrewed about halfway off, then didn't do more than turn in place. I ended up so frustrated that the next time I was at the dealer for a service call, I handed them ny new lock pins and paid 'em to do it. Don't know how, but they somehow did manage put the new ones in. They gave me back the old ones; looking up the shafts, I couldn't see anything more or less than screw threads: no visible reason for the things to give so much trouble.
I hate to say it, but are you sure your new shift knob is compatible with your car? For instance, in my case (2003 automatic), very, very few after-market knobs would fit. Good luck!