You have to pull really, really hard. Sometimes when I pull mine (hee hee) it sounds like something really bad breaks with a big noise when it finally comes free, but it has always been fine. knock on wood. I have had to remove mine 10-12 times trying to fix various things (odometer, warning lights, illumination). Sometimes it seems to come out easily, other times it requires huge force.

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