You're talking about the cpu heatsink or the video card ?
For the cpu, it comes off easy....once you've applied enough pressure to the clip. You'll have to apply pretty heavy pressure to make it comes off. I personnally use a small flat head screw driver. That way I make sure that it won't slip and slice my board in two pieces.
As for puttign your new heatsink on, go on
www.arcticsilver.com , that's where I got my info from and it works for me. Although there's probably a different way for every person.
As for the video card, I use long nose pliers to squeeze the pins into the mounting holes of the card. Be gentle because you can't grab the card like a maniac while doing this. Once I know the only thing holding the heatsink to the gpu is the paste itself, I try to rotate the heatsink gently, but you can also use a credit card if you want and use it as a lever. The hard part is putting your new heatsink on because you don't want the paste on the gpu to be all washed out once you,ve succeeded in clipping the hsf. Because usually, thos hsf are a pain in the *** to put on, except for the thermaltake crystal orb which was suprisingly very easy to put on. The clips or very well designed and are very easy to push and fix in place.
One last thing, I have used Arctic Alumina to glue my ramsinks on the memory. This is permanent, they will never come off the card ever, unless I decide to take out the memory chips as well, so be carefull when using this.
To me, changing heatsinks in a computer is the hardest part. I just don't like to do it.