How do you do so? If an anchor has been on a chain rode for any length of time, there is a good chance that the shackle pin is "locked" in place by the marine elements.
I recently cut an old shackle off using a dremel tool... it was the only way, after struggling for some time to remove the pin with large hand tools.
Now of course the irony is that the new pin has to be wired in place to stay put... but after a while, no doubt, it too will "become one" with the shackle.
Of course one can keep a supply of shackles and cutters on hand...