----------------------------------------------
I would most definitely not suggest trying to use plyers, as this will scratch the jewelry and could possibly cause tiny tears in the piercing that will be open to bacteria and infection.
Try putting on a pair of latex exam gloves to help get a grip on the jewelry. Make sure you are turning in the right directions. (Righty-tighty Lefty-loosey) In most cases, this is all that is needed. You'd be really surprised how much a pair of gloves helps.
If you still can't remove the jewelry yourself, definitely contact a local tattoo or piercing shop for professional help. They will be more than happy to help you out, and usually won't charge to remove the jewelry. (But of course, make sure to show your gratitude and remember to tip em a few bucks for their time and effort!)