Stepthen: large safety pins... that's what you need. Find one that fits snug thru the shaft and you've found your source of shear pins. I snap 'em all the time. You don't want to use a copper/aluminum/brass wire -- they're too soft. You don't want to use steel -- that's too hard and you'll break the plastic parts and/or bend the shaft and grind-off teeth if the shear pin doesn't go when it needs to. The soft iron in a large safety pin is perfect for the job.
Oh.. and the head WILL come off... First, make sure the pin pieces are out, of course (use a safety pin to push it out if you can), then pull it directly up off the shaft w/o twisting, and pull until it goes. Don't be afraid of scratching the plastic a little -- you'll have to do it one way or another, and you have to use more than a finger to do the pulling. Your main shaft, where the retaining pin goes, probably has a nasty burr on it. Sand that down before you try to pull the shaft out of the heli, if you needed to.
Also, don't be one of the 90% hehe... the 90% that gives up so quickly. You WILL crash. It'll happen... not much you can do about it but learn from the experience and make use of that CA glue... I plowed my BCP into the ground the other day, snapping the skid and the 2 rear skid mounts. Glued it and flew the next day.. even got a video of one of the flights. Heli's are a love/hate relationship...
