I had the same problem once...
Well, I had the same problem once and got all sorts of great advice on what to do (and I'm not saying this is the only solution either) but I found the only thing that worked for me was to soak her tail. It only took about 10 minutes and then when she slithered through my fingers after, it came right off. I didn't PULL it off but grabbed her tail gently and let her crawl through my fingers and it slid right off.
Make sure the water isn't too hot and not too cold and then just try and hold her over the water (I just used a little cup of water) with her tail hanging in it. Or you could give her a full out bath, that will work as well.
The important thing is that you DON'T just leave it. Especially not when it's the tail tip or the eyecaps. Your snake will grow but that piece of old skin will not. Eventually it will cut off the circulation in her tail and then end of her tail could fall off, become infected, etc.
Of course, I don't mean to scare you either. If it just happened, it's not a life or death situation. Do the best you can, I'm sure it'll work out.