My '02 ST4s has a screw in the end of the shaft inside the knob. The screw was REALLY tight(loctite tight) and even with the screw removed the knob needed some force to get it off the first time.
Small Phillips head screw. Get your assortment of jewelers screw drivers out and use the correct one. Lots of pressure on the head. If you mangle the head, you'll have to cut it off.
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