Basicly you have to remove the pistol grip being carefull to catch the spring and plunger that the selector switch ride on. Then just press out the selector switch.
Guess I should've elaborated.
There are two steps in that assembly write-up I posted pertaining to the selector. As Coastie mentioned, the selector is actually just held in place by the detent/spring which is held in place by the pistol grip.
There's another similar detent at the rear of the lower receiver that keeps the rear take-down pin in place. This detent is held in place by the butt stock, so keep this in mind if you ever remove the stock. Another detent (which I've never messed with) holds the front take-down pin in place, but you generally won't be doing anything that'd let you accidentally lose that one.