If your valves can be closed completely i.e. they are working properly and not knackered, then yes, close the valves and remove the rad. I echo the earlier caution on 10mm copper pipes; they bend and crack VERY easily, do not put any pressure on then. When you are undoing and subsequently tightening the valve connections for removal and refitting, use a tap spanner (or similar, straddled either side of the valve body) to counteract the force you are applying to the valve nut i.e. no force on the pipe; be warned, it WILL break if you let it be the only thing taking the strain of the pressure you use to open / tighten the valve nut.
Also, make sure you are turning the valve nuts the correct way otherwise you may be trying to tighten when attempting to remove and may think they are seized. Remember that the nut is actually part of the radiator fitting and not the valve, if you hadn't sussed this you would be trying to turn it the wrong way.