How do I remove a shower arm extension that feels really tight. They aren't welded are they?

No... I assume its chromed (and where the water goes through to be clear) and they should screw into place. But years of corrosion and likely calcium deposits on the inside are making it tight.

If you do not care about this pipe just use a large channel lock plyer on it or you can try a strap wrench. Amazon.com: BOA BO13010 Constrictor Aluminum Strap Wrench: Home Improvement

I appreciate the advice. I was ready to whack it with a hammer!