I had the same problem when my lathe was delivered. The 3jaw was mounted (apparently by a lowland gorilla) and was impossible to remove.
First, get some Kroil and dribble it into the joint where the chuck meets the spindle. A hot air gun to heat the chuck as this is done is also a good idea.
Rather than twist the jaws by gripping a leverage bar, I made a banjo wrench from 3/4" plywood.
The wrench distributes the torque on all the jaws.
I've used John's technique of locking the spindle by engaging the back gear but it scares me.
I'm always afraid that I'll hear a ping as a bull gear tooth lets loose. What I did was build a crank that grips the inside of the spindle with an expanding collet.
This gives me plenty of leverage to counteract the torque provided by the banjo wrench.
Depending on how locked your chuck is, you may not need all my suggestions but I wanted to add them to this thread so that future searchers of this topic will be aware of all the options that are available.
Finally, when you do get the chuck loose, oil the threads well before re-attaching it so this situation doesn't crop up again.