You do have to pinch your contacts out. First, you need to clean your hands with soap and warm water, and then you dry them with a clean towel. Then, use your index finger and pull up your upper eyelid to remove the contact. Check out http://www.wikihow.com/Remove-Contact-Lenses for more details.
I pinch out my soft contacts, yes. When taking out my hard contacts (or RGP as they're sometimes called) I pull the skin on the outside of my eye, just below the temple, taut and blink out the contact. RGP's are very hard to grab out since you can't bend them and my soft toric lenses are impossible to blink out. So, depends on the contact type.