it's easy to do, just make sure you are unscrewing the lockring and cog the right ways (not tightening it further!) remember the lockring is crossthreaded.

park tools are always good, though more expensive... their chainwhip is great. i've used their lockring tool, and while i got the lockring off and on, it was a little bit of an ordeal... but from what i hear it's that way about all lockring tools. if you are going to invest in a chainwhip though, make sure it's the right size chain, a 3/32 will do you no good getting off a 1/8 cog!

along with queerpunk, i agree make sure everything is clean and greased. things should go smoothly, if the cog and lockring don't go on easily then don't force it!