It may be that the eggs are very fresh. Very fresh eggs are hard to peel. What I do is imidiatly put the eggs into iced water (easy if you have an ice maker), and let them sit there until the eggs are stone cold..
This will help in the peeling but will also prevent the yolks from developing this gray/blue color on the outside... the yolks will stay nice and yellow.. And as the post above says, peel under running water, as the water stream kinda helps separate the peel from the egg..