I assume it's a bolt action and a factory break?
Contact the manufacturer and see if they will tell you if they use anything to keep the break in place and what the thread s are as mentioned above you need to be careful with this.
If it's an aftermarket put on by a previous owner or a gunsmith they might have used Rock Set, but as mentioned, I'd start with a little heat first to see if it'll break free and then soak in hot water (for rock set). I had a break installed by a gunsmith after he threaded my barrel. It took about an hour sitting in hot water for the rock set to allow me to break it free. I just put the whole gun in my vise in and the break came off easy once it had soaked.
If it's an older gun and/or the break has been on there for a while, and if the 2 options mentioned by above (and by other posters) doesn't work, then try break free or PB blaster (again as mentioned above).
If you don't have a vise and plan on doing any other gun work, I'd highly recommend you get one, and make sure it comes with non-marring jaws or get some.
Good luck.