it probably has been attached for very long time so is a little set in. Try wrapping a broad rubberband for grip and turn.
Another thing about removing filter is that using using your whole hand to turn is worst than using your fingers, because with the whole palm you might also be trying to turn the lens barrel without knowing it.
Also look around the filter tread and see if there is any uneven gap around the circumference. If there is, then it might not have been screwed in properly and caused 'cross treading' ie. the filter screw tread has 'bitten into the lens screw tread'. If so, no help here as removing would cause permanant damage, and you will never be able to fit any filter on that lens in future. Sorry don't mean to scare you.