Pull snow down off your roof line, using a roof rake and a push broom. Don't pull the snow across the roof; you could damage or break off your roof's shingles.
Place a ladder securely against your roof, where the ice has built up.
Chip out a channel in the ice dam, using a chisel (or similar tool) and a hammer. This allows the water to flow through. You don't have to remove all the ice; by removing the snow from the roof, the remaining ice will melt when the temperature rises.
Fill a pair of pantyhose with calcium chloride snow melt. Place this across the ice dam, and it will both melt the ice faster and prevent ice from building up there again.