You can heat it up with a propane torch if an acetylene torch isn't readily available. A propane torch can be bought at your local friendly hardware store pretty inexpensively (they're generally used for soldering plumbing pipes, etc.). The propane torch isn't going to put near the heat on it that you could with an acetylene torch, but it will definately help.
What kind of bolt are you trying to get out? If it's a hex head and you're using a regular socket, you might just need a longer wrench or real long breaker bar for more leverage. I had some real muthas on my YJ when I did the lift and after a trip to sears to buy a long-@$$ breaker bar it was just enough to make the difference.
Then there is the cheater bar, which is just sliding a pipe over the wrench to make it longer, but that can lead to broken wrenches, broken fingers, etc. I've used them in a pinch, but they really can be dangerous.