Try applying a little heat to the heatsink to soften the thermal paste.Either put the CPU back in the laptop and switch it on for about 30 minutes to warm up the paste or use a hair dryer to warm up the heatsink,don't go too close with the dryer and try not to go overboard with the heat.
Once you've warmed up the heatsink, see if it will lift off,If it still won't move, try gently twisting the heatsink.
If it still won't move,try a little more heat and a bit more gentle twisting.