Thats happend to me a few times...which is why if I need to use an easy out, I will only use the square fluted ones. They are a much higher quality steel, and much, much stronger. I've yet to break one.
Anyways, there were a few ways I managed to get them out. One was already mentioned above. Get some heat on it and tap it loose with a punch or screwdriver. Just remember it's a reverse thread.
Another way I've gotten them out is by drilling a small hole in them with a carbide tipped drill bit. No need to buy them new, as you'll eat them up fairly easily. I just bought a handfull of used ones from a pawn shop for a buck or two apiece. After you get a small hole in there, you should be able to get a sheet metal screw in there, and tighten it up.
The last way was a last resort, and I basically chewed through a couple of bits and drilled the whole damn thing out. I ended up with a pos hole that I had to heli-coil, so this is probably not an option for you.