Johnboy, there are special pliers for removing/inserting sax springs, there's a shot of them in Stephen's book. There's a slot through one half of the jaws to either take the spring as it comes out or go round the spring as you press it in from the othe side. You can order them through Feree's tools, one of the UK suppliers is an agent for them, can't remember which one. Or you can order from Feree's on line.
Normal technique is to cut the spring close (but not too close) to the pillar with sidecutters, then use the pliers carefully to press the remains out, the slot on the exit (uncut) side, once it's shifted a bit, you should be able to pull out from the exit side without causing the damage that Taz was talking about. There's also an article on removing really stubbornly corroded in/broken off springs on (I think) cybersax.com. They recommmend a strong/saturated alum solution, soak the pillar in that for a few days and the alum will dissolve the spring, but not the brass. Could be difficult, depending on where the pillar is. The alum mustn't get on to any other steel parts, just the spring.
The new spring isn't just a push fit, again Stephen's book gives good intructions on how to fit. You need a spring hook as well - a small crotchet hook (seriously) will do the job, but needs a small modification. .