Many times the head of the nipple (inside the tire/under the rim strip) will be slotted for use with a flat blade screwdriver. During initial wheel lacing, the nipples should be soaked with either anti-seize, or a substance more common to wheel building called "spoke-prep". Spoke-prep is a generic name, so any shop should know what you're talking about if you ask for spoke prep.
Anyhow, if the spoke and the nipple are spinning freely, it may not be frozen, yet anyway, you may need to remove the wheel, tire/tube, and the rim-strip so that you have access to the spoke nipples from the inside of the wheel. At that point you should be able to use a flat bladed screwdriver to hold the nipple and break it free. Remove it, coat it with spoke-prep, or any anti-seize, re-install, and check the spoke tension around the ENTIRE wheel.
However, if it were me, I'd save myself even that much hassle and ask the dealer to fix-it since it is a 2002 with few hours.
Just my $.02, but since the market's down, it's probably only worth about $.0125.
Good luck,
Mike