You mean it is stuck?. What I do whenever a joint doesn't turn or I get the feel that the plastic is going to tear if I apply too much force, is stick the figure in the freezer for a couple hours.
The low temperature makes the rubber firmer, and makes the stray paint/glue more brittle. After the figure has been frozen, take it out and try to bend the knee slowly.
This method has worked fine for me in the past, especially with McFarlane figures, and man, THOSE are so cheaply made that they come apart when you pull them out of the blister.