Mpearson, I ended up doing this before I saw your post, D'oh. You nailed it: I ended up loosening the tension bolt a bit and just yanking on the shoe. Looked like the cleat screws had only engaged a thread or two at most in the shoe. (I was even charging up the digital camera to take a pic of my problem)
I'm chalking this up to my stupidity in not having mm sized allen keys, and I'm heading to Ace first thing in the morning.
Bontrager: thanks for the tip, I should have realized Shimano would have the instructions online. I even found an exploded-view of the whole setup, which helped. I still don't see how the screws are going to engage very many threads--they just seem too short.