Turn the clips as fully as you can, using a flathead screwdriver. This releases the pressure and allows you to simply pull the HSF away from the CPU. It should be that simple. Edit to say, you should turn them inwards, and they will only go one way anyway. It's just the reverse of putting it in really :?
Problems I encountered:
The clips are terrible. The plugs really didn't want to come out, some where easy, but I found one or two often got stuck in place. Releasing some clips meant others were locked in and I needed to repeat the process, almost finding a sequence that allowed it to come free.
Once you have it, "just right", it comes away a piece of cake. Be prepaired to sweat a little if yours is anything like mine was. Also be really carefull with those clip heads, the plastic on one of mine started to become degraded (where the screwdriver goes) with over use.