Re: I feel stupid asking this, but...
Sport72, you should leave the cap sitting on the master cylinder, sometimes they can squirt fluid up, and it the caps not on, it can go over the paint, paint and brake fluid = big no no....
If you cant get the bleeder loose, well, its fairly common for them to seize.
Put a ring spanner on the bleeder and give it a few taps to "crack" it,
A worst case scenario is snapping the bleeder.
If you really cant get it loose, give it another go when things are fairly hot - it may help.