Lift the locking collar and gently pry it off putting pressure on opposite sides and next time make sure the black disconnect on the out post and the grey disconnect on the in post
The most common cause of a stuck disconnect for me is as malkore says. He also outlines my most common solution.
Many cornies have indents on the plastic handles near the gas in connection. Also, the the corners of the nut on the gas connector has notches cut into it. Make sure you keep them straight.