I had same problem. Need a small (#1) philips screwdriver and a lot of patience. My screw was hard to turn too.
You can pop the stock lights out of the bracket to get the screw out. But putting it in with the PIAA's installed is a real biatch.
Repeat: Lots of patience and a small screwdriver.
I did it so you can too...
Good luck..
"My Name is Richard. I am a Contouraholic."
1999 SE Sport Duratec ATX Spruce Green; Drop--In K&N Filter; VentShades;
Fog Lamp Fix Mod & PIAA510s with Bumper Braces & Stock Type aiming screw mod;
PIAA 9006 Super White Headlamps
AIWA CDC-MP3 HU; WeatherTech Mats
Viper 600ESP w/Remote entry
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