I wasn't even aware you could do that.
I assume you have plugged an RJ11 connector (see pic) into it?
You could VERY VERY gently try a small flat headed screwdriver, and push the long tab back so it releases.
I hope that helps.
can you see tye small 'tag' on the filter connector which is in the test socket? if so can you leaver that downward and gently pull out