By Anna Ringstrom STOCKHOLM, May 7 (Reuters) - Former United Nations special envoy Martti Ahtisaari said on Monday that Kosovo had to stick with his plan for EU-supervised independence from Serbia rather than pushing ahead without a UN resolution. Kosovo said last week it would declare independence with or without the blessing of Russia, which has threatened to veto the plan in the U.N. Security Council, raising the stakes in a testy dispute between the West and Moscow over the province. The UN will decide in the next few months whether to accept Ahtisaari's plan for Kosovo. "I don't think anyone in their right mind in Kosovo is even considering anything of the sort. They know it's important ... that it's a UN process and that they have to follow it through," Ahtisaari told Reuters after a news conference in Stockholm. "There is no plan B," the former Finnish president said. The U.S. State Department has warned Russia that Kosovo will be independent "one way or another" and diplomats say Washington would likely back a unilateral declaration by Pristina. The EU has said it would only take on the role of supervisor from the U.N. if there is a Security Council resolution. Russia has called for talks to continue until Serbia -- which strongly opposes the plan and expresses concerns for the province's Serb minority -- and Kosovo reach a compromise. Ahtisaari told the news conference he thought Russia was starting to realise a negotiated settlement between Serbia and Kosovo was impossible. "If I had proposed independence without any international presence, then I would accept the (Russian) criticism. But the U.N. will be replaced by the EU ... so it really is a compromise." Ahtisaari said he had not been asked for changes to the plan he presented to the U.N. this year after months of largely fruitless talks. Nor would he consider any changes, he added. "I have done my duty ... Now it's up to the Security Council to see how it can actually get the process through." The seasoned peace broker, who took part in negotiations that saw Namibia become independent from South Africa and organised talks between Indonesia and the Free Aceh movement, said the Kosovo talks had been the toughest he had encountered. "I have worked in Africa and Asia and I have never seen as big attitude problems as the ones we have in the Balkans," Ahtisaari said. "This will be the last European question that I want to have anything to do with." Kosovo, where 90 percent of the 2 million people are ethnic Albanians, has been run by the UN since 1999, when NATO bombs drove out Serb forces accused of slaughtering and expelling civilians in a two-year war with separatist rebels.