I finally got it free. I used a pair of pliers for leverage with the little handle of the chain tool. I turned as hard as I could on the test link thinking I was going to break something (hopefully not my fingers!). A small "Pop" and the pin started moving much easier. I could remove the pliers and turn it by hand. I practiced on a couple links to make sure I didn't totally remove the pin. In the end, I have my new chain on my bike! But, I'm using the KMC master link and I can't get each end of the link to lock in. The instructions say to use a master link tool which I cannot afford at this time. I might try needle-nose pliers.