It's kind of tricky, but the pins are held in place by a little flange that has to be depressed while you're pulling the pin out of the connector. If you take out the connector, and look on the back side, you can see the metal flanges showing through on one side of the connector. If you take a pair of tweezers and depress one of these flanges at the same time as you're gently pulling on the corresponding wire, you should be able to get the pin out of the connector.
If you pull too hard, you'll pull the wire out of the pin. In this case, if you depress the flange and press upwards at the same time on the flange, you should be able to push the pin out of the top of the connector by pushing through the little slot on the side of the connector.