There are two possible methods to remove the sensor. Try the easy way first, and if that fails, you'll have to do it the hard way.

Atop the connector, just behind the nub where the wire is attached, is a black plastic tab. The connector is secured in place around the sensor by the tab. Attempt to remove the sensor by depressing the tab (again, the part closest to you, not to the housing the sensor is attached to) while pulling the connector off. If you're lucky, the tab will depress enough to allow you to remove the connector. Don't pull too hard - if the tab is properly depressed, the connector should slide off without much effort.

If thumb pressure isn't cutting it, you can try using a pair of needle-nosed pliers to depress the connector. Be very careful, as it's possible to mangle or destroy the tab by doing this. It happened to me, and I ended up having to do this the hard way.