Could be that part of the teeth are still in the housing?
Here is how I replace it with a helper:
Turn ON the radio and lower the antenna by turning the OFF the ignition key. Remove the mounting nut. This is the screw on top of the antenna above the fender.
Have a second person turn on the ignition key (do not start the engine)while you stand at the antenna and pull snugly. NOTE THE DIRECTION OF THE TEETH WHEN YOU REMOVE IT. When the antenna is out do not turn OFF either the key or the radio.
Check the teeth and make sure that you got all of the old antenna out. If not you will have to operate (see below). If so, lubricate the teeth of the new antenna and manually "thread" the teeth in the same direction as it was before. Once you get it started turn off the power (watch your fingers) and let the motor pull down the antenna.
Re-install the nut. Job done. Easy eh?