are you sure its glued on? Many heatsinks come with a thermal pad, and some of those "melt on" fairly tough.... I got one off by letting the CPU run for awhile, then turning it off, and the thermal pad was a bit "looser" because of the heat, so I could twist back and forth GENTLY a little at a time for it to come off.
You are sure you have the brackets off? (When i first changed m socket 7 CPU, i was confused as heck as to how to get that bracket off....)