Try wearing some robber gloves they will give you a better grip. you can buy a tool from Jessops etc for removing them, cost a couple of pounds.
I had a filter stuck, and someone gave me a great tip, gripping the filter deformed the shape slightly, making it even harder to remove, they suggested pushing the filter straight onto the sidewall of a tyre (making sure the tyre isnt filthy dirty) and while pushing twist the lens, this released the filter firsttime, while everything else I had tried had no luck. I understand that the back of a mouse mat may work aswell.
How about a little heat - metals expand and contract with temperature changes, so maybe half an hour in the airing cupboard or something -