I would spray a little WD-40 or similar lubricant into the threads, and then try the tap with a hammer that Doug suggested. If your router is the type that uses two wrenches to tighten the collet, try setting the wrenches so they are close together, then squeeze the wrenches. A bit of help from a vise may help here.
Don't use heat and lubricant on the same day.
I'm not slow, I'm pacing myself!
Isaiah 44:13 Another shapes wood, he extends a measuring line, he outlines it with red chalk. He works it with planes and outlines it with a compass...
Usual kit: Table saw, band saw, dual base router and table, lathe, various saws, planer, sanders, and a multitude of hand tools.