Lally columns usually only extend through the slab and not much further, and sit on their own footing. Experience tells me here that you'll likely be looking at renting or otherwise obtaining a concrete cutting saw with a blade that cen sut through the 4-6" of concrete that is normal for slab depth. Measure and cut a square around the lally column. The square should be about 12" on a side. You can cut additional lines across the square itself to make breaking it up a little easier. Then, after the cutting is complete, you'll have to get down and dirty using a hammer and chisel (or jack hammer) to remove the concrete in that square bit by bit, down to the concrete footing on which the lally column sits. Once you've exposed the bottom of the column completely, set your attention to temporary supports for the load above. This can be accomplished with temporary stud walls or pole jacks, depending on the size of the load. Once the load is supported and stabilized, you can remove the lally column. It should only be held in place now by nails in the top plate under the load. Then reverse the process. Replace the column, making certain that it's level and plumb and directly under the load as it was at first, remove the jacks to set the load back on the column, and finally refill the square hole with new concrete which can be mixed by hand, as you won't need much.