I've read a couple places, and I believe one of them was here in the FAOL archives, that you should NOT use heat to separate sections of a rod.

I had one rod that became stuck, and my local fly shop used the ice method described by sagefisher to get it apart. Unfortunately, that didn't work the second time. Sent it back to the manufacturer, under warranty, and they could not separate the sections, either. Got a replacement rod, unfortunately, not the same model.

Wax on the male ferrule is recommended by at least some manufacturers, and by several independent sources I've run across, including the FAOL archives. Keeps the sections from coming apart while fishing, and makes it easy to take them down when through.