Take a pair of pliers (the ones on a Leatherman or other multi-tool work fine) and flatten the burrs before trying to remove them. I don't pull them by hand from my setter ? I use a heavy steel comb from the pet store and take several at a time if there's a bunch close together.
Spraying the dog's coat with Pam cooking oil before going out will aid greatly in preventing the burrs from sticking, but I don't do that unless I'm absolutely certain she's going to get into a bunch of them. It's harmless, but I just don't like putting oil on my dog's coat.
Thanks for the info. I will definitely save this info for next time. I couldn't remove them by hand even if I wanted to. The only way I could get them out was by cutting them out by scissors. I tried conditioner but that didn't work. The burrs were literally knotted up in his hair.