Did you new stabilizer not come with new fasteners? I used heat and penetrating liquid on mine to get it loose. The one I removed and replaced it with both had hex heads. I agree with the anti-seize; be sure to use plenty.
A side note, I do think it makes a difference in how the steering feels with the stabilizer, then again my '96 is running stock p225 tires with a 2" lift (tire shop would not sell me 30's and needed tires that day).
Tom