How do you get a captive bead off?

The ball is not screwed on or anything; it just has two dents in it, one on each side, and is being pinched by the metal. So pull the metal apart until the ball falls out (be careful not to lose it) and then rotate the ring and remove it. If you really are that unsure of what you're doing though, you should go back to your piercer to have him/her help you change it. It's really bad if you're at home and you get it out but you can't get the new jewelry in, or the ball in, or if you're having all sorts of problems and agitating the piercing.