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Depending on the year, that may not be the one he's talking about.
When I put my Halltech Stinger on my 98 coupe, there's some kind of little round sendor up near the throttle body that nobody told me about and I had no directions on how to get it out. It was a tee-total bitch. Its just pressed in but it's REALLY pressed in.
If that's the one you're talking about, try to GENTLY pull it out by the prongs. The center comes out and once it's out the outside will collapse and come without any trouble but be VERY careful. I broke mine taking it out.