If it's really stuborn and you have a bit of steel bar lying about you can make up a y shaped brace to bolt it to the hub, but a sharp knock with a hammer will usually do the trick. drop a bit of grease on the threads and nip it up with the spanner when you put it back on. Mine span off once 'cos I didnt nip it up!
Run about with the fan and spanner in the boot with one eye on the temp guage, you'll soon see you dont need it!
If you go the leccy fan route, dont bother with a kenlowe, they are overpriced for the amount it will ever get used. head down a scrapyard and get a 12" leccy fan.