Turn them the wrong direction first, as if you are putting them on not taking them off. Then go over all the threads of the shock with a wire brush, removing any crud or rust, then screw them off.
If they are really tight you can saw nearly all the way through one side of them, but not into the threads. Then put a chisel or big screwdriver into the cut slot and break the ring, one side is usually enough but you could do both sides then take both halfs away to save time screwing them off.
Before you put the new rings on, make sure the threads are clean and a light spray of lube is a good idea.