You have to basically destroy it. It's moulded on with a pair of flattened lugs at the top of the shaft so you need to go at it with a hacksaw. Your other option if you were planning to fit the gaiter with the original knob is to detach the lever at the linkage end and slide it up. Actually not much more hassle than getting the moulded knob off, it's a pain of a job.
edit - actually you've got the interior rod change haven't you so getting to the base of the gearknob is much easier, it's just under the central console.