It's really pretty easy.
Get a set of needle nosed pliers. Rotate the C clip so that the opening is on top or on bottom. Open the needle nose pliers enough so you're pusing on both sides of the C Clip. Slowly push the c-clip off of the dust cover rod. BE SURE TO COVER THE C-CLIP with your off hand so you don't fling it into the dark crevaces of the room.