Mine are jammed on tight too.
Each pair of gear levers come with new ones, but I've never used any of them because there's no point in wrecking the paint just to get perfectly good original ones off for no reason. I've always assumed that they've been jammed on bosses choked with paint, because that's what the LBS did with all the other paint-choked stuff when they replaced the frame. I had to replace all the screws because they damaged the threads by forcing them into holes full of paint.