Not to insult your intelligence, but you did take the nut AND that little clip off right? (I would think the puller would destroy the clip anyways)
I've only been able to get one or two off by hand, but I just grabbed the wheel along the rim, and jerked as hard as I possibly could, and did it on the opposite side, and repeat a few times. Even if you can't get it off that way, it MIGHT help to loosen it up. Be careful of the tilt mechanism though, sometimes this will make it "slip", and you might break something in the column.
A better variation of the above to try is put the nut back on, but just enough so the threads on the shaft AREN'T exposed. Hit the nut with a hammer while pulling hard on the rim of the wheel.
Odd that it is on that tight, does it move at ALL? I'm thinking that if it will go DOWN the shaft a bit, perhaps you could also use a hammer to hit the center hub section, thus breaking whatever bond there is, then use the puller on it.