If it's a pre-build system, the connector is sometimes secured with a drop of hot-glue. You have to cut that with a screw driver or a knife.
push the clip, push DOWN first on the ATX connector then finally pull UP
That's what I'm doing, the clip on the back of the connector I'm pushing that and pulling up however nothing....and I'm pulling any harder I'm scared I'll break it, just to confirm there isn't a switch on the mobo like the pic e slots....
System was built by me but for the life of me couldn't get it out however it came free eventually xD