The SSMS route will fail when connecting to the remote server. I would look at using TSQL as this is controllable and you can pick the required steps for the primary server.

Microsofts answer

http://technet.microsoft.com/en-us/library/ms189071.aspx

Google search and Blog answer (I could find detail on the author).

http://auoracle.blogspot.ie/2009/11/manually-remove-log-shipping-using-t.html