How to remove heads?

Hi I'm new here. I just received the Sideshow collectable of Alice Cooper in the mail today. Awesome figure, really pleased with it so far.
My problem is it came with 2 different heads. I want to switch them but I can't seem to get the one off. There were no instructions and I'm afraid of breaking something. Looking at the replacement head it looks like I should just be able to pull the first one out and insert the new one. Am I just not pulling hard enough or is there some sort of trick? Also when switching hands the little flesh colored holders seem like they might break if I'm not careful.
Help?

Yes, just pull harder and do be careful with the hand pegs, those can break off, but there are replacements out there if you do.

Use a hair dryer to loosen the head.

Yep. Heat the head and hands with a hairdryer and it should be infinitely easier.

Boiling or hot water water works faster for the hands, just have to dunk them in for a bit. Hairdryer is a good and safe option for the head but usually those dont break like the hand pegs. Its thick ****ing plastic, worst case scenerio is the wrong part separates when pulling it out but that can easily plug back together correctly with no issues. The only figure i ever had problems with was the crow head. I had to glue part of the neck back to the head when it separated incorrectly. Hand pegs are a different story, i always dunk the hands in hot water before swamping them out, its fast easy and prevents any breakage.