Removing it will more than likely damage it. The clips used are designed to break away in an accident and tabs on the skirts are scored on the back so they too will break away. Your best bet is to work with skirts on the car if possible.
If you really want to remove the skirt, start by removing the screw push pin in the front wheel well. Under the car, there will be approx. 5 large circular clips that will need to be popped out. Once you have those loosened, you can then begin to remove the skirt attached to the body by some 30 other circular pop clips. If you are careful, you should be ok. Just don't force pull things and take your time.