Leave the HS on, but disconnect everything, to take the MB out of the case. Look on the back. The pins should look like:
You will need to turn the knobs in the arrow it's pointing, then pull up to uninstall the HS.
On a side note, you will need to clean off the thermal grease, and apply new thermal grease of your choice, and apply it with the instructions they give.
To reinstall it, you will need to turn the black nobs the opposite of the arrows first. Then I'd recommend pushing the pin that maybe the hardest to get on, first.
Here's a video to watch as well.Intel 775 CPU Install and Uninstall