The Tefzel coated and similar cabling can be pretty tough to strip so you do need a good set of strippers. I have a pretty basic set but it takes a lot of care to get a clean strip without nicking the conductors and weakening the wire.
I am borrowing a set like these this weekend from a friend who has just finished his PDM install, although he did not pay anything like the price on this site for them. This style allow a lot better control over stripping and better gauging of how much you are stripping than the pliers style sets.
http://au.element14.com/ideal/45-672/wi ... AGPSPN=plaEDITED TO ADD: If you happen to buy a good set of strippers, don't use this part number, it is just an example, this set is for #24 to #30 wire.