there are a lot of topics about this Issue AAV.. I suggest you use the search button.. In the Spider lounge , there's even a complete thread with pics and all, and from what I remember, you just jank the s*cker off
I think Wimster's right - you just "yank" it off (ooh er missus). Changed the gear knob on a Golf once and didn't enjoy it at all. It really feels like you're putting a lot of strain through the gearstick and onto the selector rods.