Jimbo, if it's a big enough colony you can just break the rock like they said. But if you're just trying to get a couple out you're going to want to get an exacto knife and cut them out.
Instead of cutting into the polyp, you want to cut as deep into the rock as possible. Once you've got it separated you want to put a drop of superglue gel on the rock and plop the zoa right on the glue. Push it down a bit with some pressure and drop the new frag in your tank so the glue insta-cures. Rinse and repeat until you've got all the polyps you want.