Make sure that the screws aren't attached to the inner housing.
If you're still not able to get it out, you may want to have a technician take a look at it. Don't force it out - doing so could break the board or other parts.
I recently "Inherited" a Samsung DLP HLS4266WX/XAA TV. was told lamp was bad. Bought a new lamp (phillips/samsung) and installed it. Turned on TV, lamp and fan fire up for about 5 seconds and then everything shuts down. Green lamp light on front blinks. Tried to reseat lamp but can not pull it out, seems to be stuck. Thanks for any ideas.