It's most likely the thermal paste holding it on, unless the bracket is stuck on a heat-sink or something. Try to wiggle it loose and avoid prying or ripping as it could damage the mobo. It may help to fire the pc up and get heat into the cpu to loosen it up a bit.
I have used dental floss in the past, make a loop around the cooler and tie it in a not so you can tighten it and essentially force it between the heat-sink and the cpu, cutting through the thermal paste.