Exhaust stud removal...

[HaVoC]

Hey guys.. again, looking a bit of advise, I recently changed out my downpipes forstainless ones (due to blow out) but I sheared off one of the studs. The problem at the minute is drilling the stud out is a b*tch, are they hardened steel? Has anyone done this themselves before, if so what type of drill bit did you use? Doing my head in, and I really don't want to have to spend £50 getting it done professionally....