If they are standard luer lock (their caps do not twist off but pull off), I remove mine in the identical fashion one would remove the cap off of a cheap bic pen. Thumb and index fingers on the end of the cap, and basically the same on the body of the barrel and then a firm yank. Never had a problem yet. I also re-cap mine once they're drawn up, so repeat the same process.
Worth mentioning also though is you should always make sure everything looks alright with the needle before you actually use it. Especially with LL's, you need to give the needle a firm twist clockwise to ensure it is properly fixed on there or you could get your T spilling out of it as they are not exactly on there real good from the factory (its happened to me just about every time I forget to do this). I've even found a gnarly defective needle on one of my barrels... just, yeah. Check and double check.