Al, I believe there's just a spring clip that grabs notches in the head rest posts to keep it in place. I believe you should be able to simply pull up it pull it out of the seat back. Surely more easily said than done.
You need to remove the backside cover of the seat's backrest first. There is one small screw in the middle at the underside of this cover. If the screw is removed, you can slide the cover downwards. You now can see the inside of the backrest.
The heatrest is secured with 2 spring clips (as ESCofVirginia says). If you want to remove the headrests, you first have to remove these spring clips. Then you can pull the headrests out.