Easier to sit in the back (assuming its front head rests). Left 'tube' of headrest has push button. Right hand side, in the same place as button is a section of plastic which can be pushed in - sort of 'hidden button' (the flat blade of the key is a good tool to push this in with. Note: the hidden button is not the two little holes, its on the opposite side to them). Push both the button and the key and (with your third hand!) lift the headrest and it will come right out. (Hint - press button only and lift as far as it goes. Let go of button but keep pulling up on the headrest - will be slighly cocked to one side at this stage. Then, still holding the headrest, press the 'hidden button' with the key and it should come right out).
But... why do you want to remove them?