"The Cricket Ball", a short story by Avro Manhattan, appeared together with the answer to your other question, Alan E. Nourse's "Tiger by the Tail", in the anthology Fifty Short Science Fiction Tales edited by Isaac Asimov and Groff Conklin. "The Cricket Ball" was first published in The Magazine of Fantasy and Science Fiction, October 1955, available at the Internet Archive.
The object appears in the street,
The ferrous-liquid substance crashed to the ground with a heavy thud, concentrated itself into the shape of a ball, rolled slowly out of the shed, reached the middle of the road, then stopoped. Its path across the reinforced concrete was marked by a deep furrow, as though it had rolled through clay.
Professor Lay looked at his watch. 3:33 p.m. His experiment had succeeded. He had created a substance of unknown specific gravity which now, by an unfortunate chance, was lying in the middle of the road.
and various efforts are made to remove it,
"Professor Lay," the General said, "we don't like this publicity. Most unbecoming."
"The ball rolled out of my workshop," the Professor explained. "Some sudden, extragravitational pull. I was unable to stop it."
"Get a tank crane," the General snapped.
It was some time before the crane crew could get a satisfactory grip on the object. They tried digging out the concrete around it but as they did so the ball seemed to sink further in. Eventually they modified a grab to grip the ball as a vise.
The crane's engine roared. The hawsers hummed. The crane visibly vibrated with the vast effort it was making. The ball did not move.
"Give it full throttle, man!" the General shouted. "It's government property."
The grab broke. So did the crane boom. They had to send to Aldershot for another crane to remove the first one. The General and the other brass hats returned to the War Office to write reports about faulty equipment now being provided to Her Majesty's Forces by civilian concerns which should certainly be brought under immediate military discipline.
including using a crane so large that it has to be transported piece by piece.
The American Air Force, using jet bombers from Greenham Common, flew in the world's biggest crane in sections—a 250-tonner. Krupps, of Essen, phoned to say that in another hour's time they would have completed a 500-ton crane.