Dunno if it helps, but my B5's bar-end weights were held very tight - there was a heavy application of some sort of thread-lock on the allen screws, which was hard to break, and even after I did, the screws backed out quite hard all the way. I was a little concerned about stripping something, but the replacement screws went in just fine...
They're held in with red Loc-Tite, it takes SERIOUS torque to get them out. You can try tapping with a hammer or some heat from a torch or heat gun to soften it. I just went with a ridiculously large wrench. Scott