Follow the advice above, but if after a couple days drenched in Kroil it still doesn't come out, I'd take it to a gunsmith. Oh, and buy yourself a better choke tube wrench. Most of the time the one that comes with the shotgun is not so good.
After you get the tube out, get yourself some copper based anti-seize grease. You can get it in any auto parts store in a 1oz or so tube. I use the stuff for both choke tubes and muzzleloader breech plugs. Doesn't take much, and it's designed specifically for high temp applications (it's used most for coating the threads of automotive spark plugs ).
Mike