Removing the headrests is one of those jobs that takes a lot longer to explain than to do. I can have both of mine off in less than a minute.
The key is a special tool . . . which is a large cable tie (18" - 20"); the size used to fasten flexible heating duct to 6" diameter pipes.
See
http://members.cox.net/n0v8or/headrest_tool.jpg for a pic of the one I use.
Lift the headrest as high as it will go (which is not much more than an inch).
Lift up the plastic guide where the headrest support enters the seatback. You only have to lift it 1/4" or so.
Working from the front seat, facing the rear of the car, slip the small end of the cable tie under the plastic guide, and push it down as far as you can in the groove that runs down the center of the headrest support.
Next, move the headrest down and up while continuing to push the cable tie in; you will eventually feel it slide down another inch or so.
The cable tie is now holding in the hidden retaining clip inside the seatback. Pull up on the headrest, and it will come right out.
To replace it, just push it back down into the seatback until you hear a click.