Some brake rotors are held on with screws or other fasteners. These can rust into place and be very difficult to remove.
I'll start by saying that some disagree with this method because they don't like the idea of hitting two hammers together. I have not had issues doing this, but I strongly urge you to use safety glasses when performing this procedure. For starters, see if you can get your hands on an impact driver. It's much easier to use this tool to remove stubborn brake rotor screws.
Click here for the link to an Impact Driver.
If the impact driver doesn't work, place the ball end of a hammer on the rotor screw. Strike the hammer on the screw with another hammer a few times. This normally breaks up the rust and frees the screw.
If that doesn’t work, I use a punch and a hammer. I start by hammering the punch into the rotor screw. I then change the angle of the punch so that when I strike it with a hammer, it moves in a counterclockwise direction. Honestly, I prefer an air hammer to hand tools for this, but hand tools will work in a pinch. I’m often asked if you need to reinstall these screws; you don’t. Once you bolt the wheel down, the rotor will be held in place just fine. They install the screws at the factory to make it easier to install the brake components. Installing the screws makes installing the caliper and brake pads easier, but it's not necessary. Here's a video on the process.