If you are talking about pulling the pins out, after you remove the blue clip there is still a "clip" that sticks out from the pin that holds them in. You use something like a paper clip, I'm sure there is a proper tool, and slide it into the cavity beside the pin and release the clip that sticks out from the pin.
HTH
EDIT:
I just realized you meant pulling the connector not the pins, the blue clips don't release it, there would be another "hook" that holds it into the socket.