I've had the same problem on my 99, and here in eastern Canada the rust is unforgiving (tons of salt + calcium in winter). After you back the parking brake all the way you can to a closed position, you have to spray PB blaster or some other product that breaks rust onto the hub and into the bolt holes to get it to free up as much rust as possible on the inside of the rotor (the rotor is fused into the face of the hub-thing with a lot of rust, this is what keeps it from sliding off).
I spoke with a Ford mechanic before I did mine, and he says that at Ford they never actually removed them in one piece, rather they would cut the rotors with a torch and remove them, then install new ones. He did tell me that to remove it without cutting would imply spraying as much PB Blaster as you can into the bolt holes, then giving it approx 15 minutes to work its' way through, and then using a small sledge hammer to hit the rotor on the flat surface that goes around the hub (the mini-drum that shields the parking brake inside of it - see the attached picture I've made in "paint" - you're supposed to hit it with the big hammer where the arrows are pointing, on all sides of the drum). Once you start giving it some good blows with the hammer (not though wood, you really need to break this sonofab*tch up with a lot of vibration), it will eventually become loose and slide off... I did mine just like that on all 4 sides, and this trick worked very well... now I'm kicking around with 4 new rotors and all it cost me to put them on is the price of a can of PB Blaster (I already had the hammer, hehe). Good luck, I also thought for a while it was impossible to do it myself, but it can be done if you do it this way.