Keeping the headband in the same position they were in for the last step, use the pointed end of a spudger to gently unhook the yellow rubber rings from each of the rear pegs (that had the brackets around them).

Gently thread the rubber rings out of the headband cable.

The rubber rings on the front pegs do not need to be removed because they don't hold anything in place. They just provide friction to the swivel mechanism.