Just pull them out. There should be a button unde the head rest near the right post. Just slip your hand under the head rest hit the button and pull the head rest up.
there is no button on the side. there is one way i found works good. take a clothes hanger and straighten it out. slide it down the center of the metal post the headrest is on. you want to slide it down the front of the headrest. i usually move the headrest all the way up and then slide the coat hanger in and push the headrest all the way down. it will release the retaining clip thingey and you can pull the head rest out