See a doctor! Skin has attached to them and they need to be surgically removed. You could get a major infection if you rip them out yourself. A physician will have a sterile environment that will protect your health.
I have never experienced this personally, but it does not sound like a good thing at all. The first thing I would do is contact your piercer, and ask if they have any ideas for you. If you cannot get a hold of your piercer, or they are unsure of what to do, consult a physician.
If you still have in the original jewelry you were pierced with and never took it off you can call the shop where you got them. If they are a good shop they should always be willing to help, and for free, but tipping them is nice to do.
You can have them removed by a doctor, or you can pull them out (be sure to go slow and then clean the wounds with peroxide and apply bandages to them).
You will probably want to visit your piercer who pierced them for you, they have methods to remove stubborn jewelry. If you don't have a piercer, a doctor might help.