Get a special freehweel removal tool ( a nut with special splines). Make sure you get the correct pattern. You local bike shop should help.
If you want to do it yourself, the easiest way is to place the tool in a bench vice, splines up, place the wheel, freewheel down, onto the tool, until the splines engage, then firmly rotate the wheel anticlockwise.
If you have an Aluminum hub, the threads can be easily damaged so take care when threading the freewheel back on, and ligtly grease the threads. They only need to be tightened by hand.