Jewelry's always a hard thing to photograph under any circumstances. I'm going to assume that you're already able to take good photos of it if you're not concerned about getting the background remover to work right. If not, I may be able to give some general tips that may help you.

Make sure you start off by having a flat, solid colored, and non-textured background to shoot your jewelry against. We're going to be doing some close up shooting so even a light texture may cause problems.

Try different ways of lighting your jewelry when you take the photo. Normally we just tell people to use a flash or light it up any way you can, but with jewelry the reflection from the light can cause the border of the jewelry to be indistinguishable to the background remover. The ideal lighting for jewelry will give you minimal glare and a light shadow to help create a solid outline around your jewelry piece.

Feel free to post some samples of your shots in this discussion thread. I might be able to give you some specific tips based on what you've done so far.