It actually sort of oozes out the end of the pen with the brass mechanism inside the goop, so have something handy to pull it out when this happens. DO NOT BURN YOURSELF PLEASE...

***REVISIONS***

There are some alternative methods of removing the threaded brass knock mechanism that have been pointed out like putting the pen in the freezer for 10-15 minutes which shrinks the plastic and makes unscrewing easier, or slightly loosening the tip of the pen a thread or two (so there is a small gap) and then pushing the tip down on a hard surface which ejects the knock. Both options are worth a try and you may not need to use heat/flame!