It should not be that difficult to change out a thermostat. The reason why they don't last forever is that engineers design them to get service at a dealership. They have not perfected a better part and just like the internally combustible engine, has not changed in over 100 years.
I cannot see why you would set the car on fire from frustration. If you are unable to do it, then I would highly suggest to find a friend to help you install a new one. That's what I would do.
2009 Cobalt LS XFE U74
Mods: K&N Typhoon Intake, Option Cat-Back Exhaust, Cosmo Short shifter, Maxxim Ahead 17X7's, MPx shorty antenna, FE5 Strut/shocks, Tein S Techs, Moog endlinks, Moog spring seaters, ZZP shorty header, LSJ downpipe, LNF front grille