Not sure how stuck it is, but if it's really really bad, try this. Remove the glass from the filter -- hopefully you can get at the retaining ring from the front and screw it out so the glass falls out. Take a fine bladed saw (really fine, like a jewelers saw) and cut into the filter ring from its front, going to just before the front of the lens. Do this in 4 places or so. Then grip the ring between 2 of the cuts with needlenose pliers and pull straight to the inside, to break the threaded portion at the cut. This is easier on aluminum filters than brass ones.
Obviously, you should have some solid experience with fine work of this type before you go ahead, so it may best be left to the repair shop depending on your level of skill.
If it's deeply cross-threaded, I would be inclined to cut it out rather than risk screwing up the threads on the lens any worse anyway . . . .