Normal problem!
Take a rag, and stick it down into the lighter socket, and then stick your finger in it. That should give enough grip on the socket itself to remove the lower retainer. It does just screw on, and it holds the assembly to the console panel. Sometimes they can be a pain, other times, you can't keep them tight!
This should get it disassembled. If not, try spraying it with a little WD-40(or similar penetrant), and try again.

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Joel Adams
C3VR Lifetime Member #56 
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"Money can't buy happiness -- but somehow it's more comforting to cry in a CORVETTE than in a Kia"