If an engine is running rough due to a plug mis-firing, pulling the lead from the mis-firing plug will make little change to how the engine is running. Pulling the lead from a good plug will result in the engine running much rougher – if not stalling, due to having two plugs not working.
Most modern cars employ a small transformer incorporated within the connection to the spark plug such that there is no high tension within the actual lead.
Many years ago, I conducted such a test on an engine running slightly rough – and I am still here to tell the tale. Even so, I would advise that you employ some form of additional insulation between you and the HT lead – just to be on the safe side.
As others have said, there could be many reasons for the engine mis-firing/running rough.