If your filter has not been knocked or dropped, the chances of getting it unstuck is high. It might be more difficult if the filter has been damaged or bended.
There is one thing to note when trying to remove stuck filters is try to apply EVEN force on all side when trying to turn the filter. That might be difficult to do using your hands since you will usually apply force from only two points - your thumb and index finger.
There are always filter wrenches you can use to separate them. However, the camera stores here do not seem to carry them as they are inexpensive items. I have two sets I bought last year from B&H and the set has helped a couple of CSers here unstuck their filters. If all else failed, send me a PM and we can arrange a time for you to come to my house to use the filter wrenches.