Search, I've said this probably 5 times already.
But anyway, for the lazy:
Clean the crank and inserts thread thoroughly... hit it with some strong loctite, or even superglue, screw the pedal+insert in and tighten the crap out of it, leave it for 24hrs or whatever, then come back and undo it. The pedal should undo first, if all goes to plan.
If not... get the pedal+insert, grind 2 flat surfaces in to the insert, chuck them in a vice and undo the pedal. Or... heat the insert with a decent flame (blowtorch, or even gas stove cooker), then try and undo them, preferably with a vicegrip or vice clamping the insert. Or... use a dremel/similar to cut the insert off the pedal and buy a new one for $5, making sure you use loctite/similar to hold it in place when you first install it. Or... swear alot, throw the parts at the wall, and buy a complete new crankset + pedal set.