I took the headlights, foglights and tail lights out of my daughters XF yesterday getting it ready to be painted and I got to tell you that I felt pretty good about it and I didn't break anything. I still have not figured out how to get the shifter **** off w/o scaring it, but I will keep trying to figure it out. LOL. 
On the shift ****, just unscrew the part at the bottom of the **** and let it slide to the bottom of the shift shaft. Then pull the **** straight up and it will come loose. Sometimes you have to exert a lot of pulling pressure to get the **** to slide off, but you won't damage anything.