also, look to see if there is a release lever. i have a pci-e card and there is one for that, but it sounds to me that you have an agp card. i have never used one, but it still might have a release lever.
if not, the previous advice is good, you just have to yank them apart. if you use the pliars properly you can pull as hard as you want, as long as your not pulling in the wrong places, ie. the wire itself or the card.