Take all the strings off, or slacken them loads, and push it through from inside the soundhole. Use a fork or spoon or something, not your finger though.
This doesn't work, it worked for other strings but at the string E, the part you put in is stuck between the bridge pin and inside of the guitar, so I can't push string in which would allow me to losen it without problem :S Any other advice??
Depending on how much you care about your guitar, I've found that needle nose pliers work in a pinch.

If you don't want to scratch the pins, maybe try covering them with a piece of cloth, and then using the pliers.
2003 Fender Standard Strat w/ Texas Specials
2012 Babicz Identity Dreadnaught
2015 Gibson Les Paul Traditional SR
Line 6 POD HD500
Peavey XXX 112
Fender Blues Jr
Well. I used pillers. I put napkin on the bridge pin and then I pulled with pillers. It was a tough one. Pin is damaged a bit but I think that it is still usable. Dooh....