Make sure that you have unscrewed it as it will go anti-clockwise,
if you have, and it still will not come out, then there is probably stuck in the filter, and this will prevent it's removal
Try screwing it in, and then as you are unscrewing it, try to move the filter from side to side, keep doing this, and with a bit of luck it should come out.
At the worst, you may have to remove the complete pump, and clear it that way.