You need two chain whips. The small cog is also the lockring holding the whole cassette onto the freehub body. Use one to hold the cassette, the other on the small cog to unscrew the small cog. If you don't have chain whips, lengths of chain and locking pliers will work.

One cavet, this cassette will NOT work on a modern Hyperglide greehub with a separte lock ring.

More then likely, it is a freewheel that threads onto the hub rather then a cassette that slides onto a freehub body.