If you're talking about the outside molding at the bottom of the window, you just need to open the door, and remove the screw at the top edge of the door jam that holds it in. Then just slide the molding to the rear and it will come off the plastic clips that are attached to the door.
If you want to remove the felt-like weatherstrip that runs against the glass, once you get the molding off, you'll see that it is pop-riveted to the door. Just use an appropriate size drill bit to drill them out.