First, make sure the jar (and lid) are clean. A dusty jar can make it hard to maintain a firm grip. Then make sure your hands are clean, for the same reason.
If your hands are too dry, you may also struggle to maintain a firm grip. That said, you don't want them to be wet (or covered in grease / lotion / corn husker's friend) either - if rubbing your hands together feels rough, cup them and breathe into them - the moisture in your breath should suffice to let your skin grip the (clean) surface.
Make sure you're not using your wrists to break the seal. That's a good way to hurt your wrists, but a bad way to put any real force on the lid. Keep your wrists straight and use your arms to apply force to the jar and lid.
Finally, if you find that your hands are too weak to grip the lid firmly, invest in a couple of cheap hand grips.