Just got mine today and here to share my initial thoughts.
Opened the envelope and was surprised to see just how to small it was. Took me about 10 tries to get it on straight (it was a lot harder then I thought it would be). Now that it is on straight and having played a few joystick intensive games I must say that if you do play a lot of games on your phone this is a must have.
There are no short cuts to any place worth seeing.
eLiguL is right, just pull it off. Sometimes if you pull hard, the joystick will lift up and become unseated. When this happens, just move it around until it falls in place. I've done it probably 100+ times on my phone.
You could also try taking the phone apart without removing it. I don't remember for sure, but I think I designed them so that they will just barely fit through the hole in the case for this reason.