Slip a pry bar beneath the shingle you are removing. Slide the pry bar to the rear of the shingle until the notch on the bar's end catches the shank of a nail. Rock the bar back and forth and press the bar the up and down to loosen the nail from the roof decking. Use the pry bar to find and loosen the shingle's remaining nails.
Lift the shingle that overlaps the loosened nails. Use a hammer or the hooked end of the pry bar to grip the nails' heads and remove the nails from the shingle. Remove the loosened shingle and set it aside. If you must expose more roof decking to create the hole, use the pry bar to remove adjacent shingles.
Cut through both the tar paper and roof decking with a saw or power drill to create the hole. Place a roof jack or flashing over the hole to determine the jack's position. Remove the jack from the roof. Apply roof sealant on the roof decking at the position of the jack's base. Apply the sealant in a continuous bead to create a complete seal beneath the jack.
Align the jack or flashing with the hole, press it into the sealant and flush against the roof decking. Drive nails through every 4 to 5 inches around the jack's perimeter.
Cut shingles to fit on the jack's top flange and side flanges, using a utility knife. If the shingles that you removed to create the hole are salvageable, use them to cover the top and side flanges of the jack. Nail the shingles to the roof decking with a hammer and roofing nails.