Very common problem I'm afraid. If you do a search here, you'll find a lot of posts on it.. in fact here's probably a "How To".
But, from memory, you have to kind of pull the upholstery round the headrest back, and poke a big screwdriver down in till you feel the catch (like a bit of horizontal coathanger wire) and press it down till it lets go
{edit}
Yes
here we go. There's a bit of a knack to it... just keep trying