Not to seem uncompassionate, but why are you bothering to replace it at
all? Assuming that its an exhaust stud, the worst case will be a small
exhaust leak (and if you tighten all of the others well enough, you
probably won't get any worse of a seal than you would have if you did
replace this stud).
If you insist on replacing it, you'll find that it is incredibly difficult
to drill out the screw extractor. You might have luck drilling a hole next
to the screw extractor, but still in the stud, and using another screw
extractor. But, removing the stud would undoubtedly require heat, and it
doesn't seem like a good idea to torch your head until its red hot. If you
insist on replacing the stud, I think a machine shop is your best bet. If
you have a drill press and really good cobalt steel bits you could probably
do it yourself, but why take a chance?
Joe
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