No problem! Glad to help!
No screws, nothing, except a clip at the bottom of the gear knob. The hole was either put there by the previous owner for an aftermarket set up or exists there without my knowledge.
But based on your problem, I have hypothesized what happened.
See, normally, those knobs are not that difficult to remove because it only has a minimalistic clip at the bottom of the shaft of the knob. COnsequently, that clip wears out and the knob just sits loosely. When I bought my e36, the shifter knob jsut kind of sat there with no grip to the actual shaft; you could take it off with one finger, hell sometimes it would come off while shifting. Very dangerous.
In your case, the previous owner had probably installed an aftermarket, hence he had to drill a hole in the shaft to secure it. But he didn't want to sell it to you with the after market, so he put on the old one, and instead of doing the honorable thing and telling you it needs to be replaced, he used some sort of adhesive. When I bought mine, the dealer offered to put adhesive. I told him no thanks I'll buy a new knob. I got one for under $50 shipped off of the internet (but that was for a leather one that was a direct replacement; the plastic BMW ones are only $25ish shipped) Just figure out which one you have and get a direct replacement.
I don't recommend after market, but others will tell you otherwise. It's your choice. To be honest, you pay the same thing for aftermarket, so why not go with original? Unless you're going for some look or something; but that's personal preference. Good luck!
Sean