I believe you slide a screw driver into the gap on the clip, and pry it down to release it...but they use a few different fasteners it seems.
The direcitons with those things are typically horrendous.
If you get under the truck, and look up and out through the grill, or in the direction as if you could...you should see what you are looking for.
It may be possible to do this w/o removing the grill.
As an aside, I'd just send it back, as brush guards are typically bought because they look like they will protect the truck/look tough....but, they do not protect the truck - as in accidents they fold back and damage parts that would have been ok...and off road, they kill your approach angle....so they don't do what you probably though they do.
Just my 2 cents...You are of course under no obligation to act upon my opinion, and are free to enjoy your Grill Guard.
_________________________
- TJ
2001 Xterra '03 VG33, SE 5 spd, 305/70/16's, Revolvers, UBSkidderz, Doubled AAL's, 3"SL/2"BL, winch/bumpers, skids, sliders, OBA, Snorkel, pine stripes....
Friends don't let friends drive stock.
http://www.gifsoup.com/view/501230/tj-tackling-crawlers-ridge-o.gif