you can also try twisting it off with vise grips. spray some pb blaster or kroil to loosen it up first. and yes you can get dremel stuff at home depot. there are knock offs that are of somewhat lower quality you can get for much less than dremel or craftsman versions (at harbor freight, pep boys etc.).

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2005 Mercedes C230k sport sedan, 6 speed
1987 Porsche 924S - 968-engined track car