I hate those clips. My motorcycle has one, and it's on a chain that's infinitely more beefy than on a bike, and it's damned near impossible to get on and off. For motorcycles, at least, there's a special type of pliers made to pull that clip out and put it on. If they make it for bikes, too, I suggest you look for it if you plan to remove your chain alot to clean it or whatever. Otherwise, a screwdriver works well (with a side-dish of sliced finger and scratched frame) to get it off/on.