Although straightforward, it's trickier than you would think because it can be a tight fit for hands. You can access them by cranking your wheels all the way out. This will reveal a small access panel inside the front wheel arch (for replacing bulbs, I think). This will also give you access to the clips that hold on the front side markers. But they are very hard to remove. Taking the wheel off will allow a bit more leverage.
I actually have instructions for this somewhere from when I swapped my amber reflectors for Euro-style clear ones (available at
http://www.leatherZ.com). If I can find them, I'll write it up.
Cheers.