Do you mean the slide pins? They're supposed to slide in and out very easily (bear in mind the pins with the plastic collars won't feel quite as free as the plain metal ones). Pull the sticky ones out, clean them thoroughly, clean out the holes they go in with solvent and when everything's dry again grease them with a good quality silicone grease. If you don't the calipers will have a tendency to bind and you'll get very uneven pad wear.