In this video, I use a Kingston Technology HyperX DDR3 memory kit and the new Phobya U-Cool hybrid water-/air-coolers to demonstrate how to remove a RAM heatsink.
Some memory heatspreaders can be very easy to remove (particularly double-sided RAM with screwed-on heatsinks). Other cases are more difficult and I demonstrate the installation with one of the more difficult cases. The HyperX modules I use are single-sided and the heatsink is attatched with a very strong adhesive. In the video, you will see how you can safely remove the heatsink, even if it's one of the more difficult ones. Of course, as always, such a mod is risky and you lose your warranty when removing the original air-coolers. So, proceed at your own risk.