Depends on where it's stuck. You can't tug too hard or jerk at it, need to pull slowly and constantly. From the rollers, if you can grab the paper, should come loose with a steady pull. You may need to take off some of the panels but they are easy to get off, don't even need to unscrew anything for the most part, except if you need to take the fuser out.
Here is a good site to get you some detailed diagrams of your printer http://www.partshere.com/HPPictures/, just select your model from the drop-down lists and select an area of parts, probably one of the assembly pictures, will get a blow-up diagram of the thing.