LOL I just did the EXACT same thing last week. I thought, hmmmm, I'll take that sucker off and see if it gets better reception when I clean it. Was unscrewing it with a wrench and SNAP!....lol, a few four letter words, and about a week of waiting for the part to be ordered from the dealer, and i've got my stations back again.
I failed at getting the remaining threads out. I didn't have any luck getting a new hole into the old threads either, so I let my dad do it and he was a bit more successful than I was. I don't have much room to work with before I run out of threads though, but it works. If i remember correctly, all he did was take a drill bit and a screw driver and kinda make a hole in the middle of the threads. But that sounds like what you are trying to do.
Guess these things were not ment to come off were they?