Try the rubber glove method...don't be afraid to put a little pressure on the front glass to give you a little more leverage. If that doesn't work, try finding one of those non slip mats...most dollar stores carry them. Place it on a firm, flat surface, place the lens filter down on it, apply moderate downward pressure and twist the lens. Make sure you are infact loosening and not tightening...don't laugh, I've seen it happen. The filter should rotate counter clockwise looking at the lens from the filter end to loosen.
DO NOT use any metal tools to remove it...if all else fails, you can get a plastic/rubber strap wrench from most of your better tool stores that should make quick work of getting it off.
I usually put an ever so slight amount of anti-seize lubricant, applied with a q-tip, on my filter threads to keep this from happening and I've never had one stick.