For square ATX pins, first, you want to make sure the business end of your two pin tool looks like the business end of the top tool below:
Noname.bmp 706k .bmp file
The fun part is next. Don't hold the connector body while inserting the tool. Instead hold the wire the pin is crimped to as close to the connector and push in on it to give you a bit of slack inside the connector. Then, while still holding the wire, carefully work the tool into the opening. The each prong of the tool has to go between the pin and the connector body. Also, if the connector body is positioned with the locking tab at the top of the of the connector body, the tool prongs should go in at the three o'clock and the nine o'clock positions. Gently but firmly wiggle the prongs of the tool into the hole the pin is in until they bottom out inside. If you haven't already bent the little ears that hold the pin inside the connector body, they should be now flattened against the sides of the pin itself and a firm but gentle pull (don't yank) on the wire with one hand while holding connector body and tool with the other should allow you to pull the pin out.
For round Molex pins, use the bottom tool in the above picture. Use the end that will fit best over the pin and slip into the body. follow the same procedure as above.
Again, you want to hold the wire itself when using a tool to remove a pin, not the body. The closer to the connector body you can hold the wire without putting any tension on the wire, the better.