Joey,
Before you go too far, go to sheldonbrown.com and find his article on freewheels and freehubs to get an understanding of the subject and differences between the two. Sheldon also gives directions for changing both as well as for dissassembling freewheel mechanisms in freewheels and freehubs, neither of which he recommends. You will need a freewheel remover or a cassette lockring remover, depending on which you have. The removers are specific to the brand and possibly model. Have you cleaned everything well just to see if that is the problem? How old are your chain and rear cogs? How many miles? They might need replacing. Post the brand and model rear end and number of cogs (6,7,8,9?), and someone may be able to offer additional advice.
Regards,
Raymond
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