Ah, they do that with some of the Audi's, first time I came across that was with this Coupe.
You have to, very carefully, break them up, but before you go in there with the hammer and start beating it, I find the best way is to get a pair of mole grips on it and crush it being careful not too damage the spindle.
There has been a lot of debate on the Audi forums as to whether it is really necessary to glue the new one in. The gereneral concensus is that it isn't necessary unless you plan to use the car as a track car. I've never glued mine in and have not had any problems with it.